title: Numerical integration over mean of normal in scipy
body: <p>I'm getting some weird output from the scipy integrate.quad function when integrating a normal pdf. Here is the code I'm trying to use:</p>
  
  <pre><code>inpdf = lambda c: norm.pdf(50, loc=c, scale = 1)
  result = integrate.quad(inpdf, -np.inf, np.inf)
  print result
  </code></pre>
  
  <p>Which returns (3.281718223506531e-99, 0.0) which is obviously wrong.
  When I change the x value to 0, in the snippet below, I get appropriate output:</p>
  
  <pre><code>inpdf = lambda c: norm.pdf(0, loc=c, scale = 1)
  result = integrate.quad(inpdf, -np.inf, np.inf)
  print result
  </code></pre>
  
  <p>returns (0.9999999999999998, 1.0178191320905743e-08)
  So pretty close to 1 which is what it should be. The exact same thing happens using R's integrate function so maybe this is just a known property of the quadrature algorithm? Does anyone know why this is the case?</p>