title: nquad giving wrong results
body: <p>I am trying to understand why nquad does not appear to handle large limits very well. In the following I am integrating a normal distribution pdf out to fairly large numbers and it seems to break if either limit is especially large, or if one of the limits is numpy.inf.  I know I can't expect the integrator to be perfect, but I was surprised that this didn't at least return a warning.  I guess I have more to learn about how the integrators work.</p>
  <pre><code>import numpy as np
  from matplotlib import pyplot as plt
  import scipy
  from scipy import special
  
  
  def intFunc(x1):
    val = (1/(np.sqrt(2*np.pi)))*np.exp(-(x1**2)/2)
    return val
  
  val=scipy.integrate.nquad(intFunc,[[-np.inf,np.inf]])[0]
  print(&quot;infinity to infinity val ={}&quot;.format(val))
  val=scipy.integrate.nquad(intFunc,[[-np.inf,10000]])[0]
  print(&quot;-infinity to 10000 val ={}&quot;.format(val))
  val=scipy.integrate.nquad(intFunc,[[-np.inf,60]])[0]
  print(&quot;-infinity to 60 val ={}&quot;.format(val))
  val=scipy.integrate.nquad(intFunc,[[-60,60]])[0]
  print(&quot;-60 to 60 val ={}&quot;.format(val))
  </code></pre>
  <p>gives</p>
  <pre><code>integralLimitTest.py
  infinity to infinity val =0.9999999999999997
  -infinity to 10000 val =0.0
  -infinity to 60 val =2.207242645942812e-66
  -60 to 60 val =0.9999999999999999
  </code></pre>