MATLAB: Could not integral: Infinite or Not-a-Number value encountered

integral

Hi everyone,
Does anyone can tell me what's wrong with my code? I always receives the warnings:
Warning: Infinite or Not-a-Number value encountered.
U = 14; L = 7; d = (U-L)/2;
d_star = d;
T = ( U+L )/(1+1); % symmeric
alpha = 0.10;
Le = 0.05;
for kursi = [0 0.25 0.5 1 2 3]
sigma = fzero( @(sigma) Le - (sigma./d)^2 - ( kursi.*sigma./d).^2, 1 ) ;
mu = kursi*sigma + T;
j = 1;
for n = [25 50 100 150 200]
delta = ( n.^(1/2) ).*kursi ;
B = (n*d_star^2)/sigma^2;
i= 1;
for x = 7:0.01:14
sample = normrnd(mu,sigma,1,n);
% fK = ( 2^(-(n-1)/2)/gamma((n-1)/2) ).*((B.*x.*(1-t)).^(n-3)/2 ).*exp(-B.*x.*(1-t)/2);
fun = @(t) ( sqrt( (B^3).*x./t )./2 ).*( ( 2^(-(n-1)/2) / gamma((n-1)/2) ).*( (B.*x.*(1-t)).^((n-3)/2) ).*exp(-B.*x.*(1-t)/2) ).*( normpdf(sqrt(B*x*T)+delta,0,1) + normpdf(sqrt(B*x*T)-delta,0,1) );
pdf_Lehat(j,i) = integral(@(t) fun(t),0,1);
i = i + 1;
end
j = j + 1;
end
end
x = 7:0.01:14;
plot(x, pdf_Lehat(1,:)); hold on
plot(x, pdf_Lehat(2,:)); hold on
plot(x, pdf_Lehat(3,:)); hold on
plot(x, pdf_Lehat(4,:)); hold on
plot(x, pdf_Lehat(5,:)); hold on
xlabel('X')
I guess the problem may be the handle ,fun, especially the mid part of the code (i.e. the above code, fK). Hope you can give me some advice, thanks!

Best Answer

The values of your integral are so small that they cannot be represented in double precision, and can barely be represented in the Symbolic Toolbox either. Values like 2*10^(-87012)