Error in the integration result
    6 vues (au cours des 30 derniers jours)
  
       Afficher commentaires plus anciens
    
Given the joint p.d.f.: 
 for -\infty < x, y < \infty
for -\infty < x, y < \inftyI'm trying to compute the expected value:  by the following code:
 by the following code: 
 by the following code:
 by the following code: syms x y
pi = sym('pi'); 
fxy = (1/pi)*exp(-((x-1)^2+2*y*(x-1)+2*y^2)); 
Exy = int(int(x*y*fxy,x,-inf,inf),y,-inf,inf)
However, I got the following solution 

I started to wonder if this function is not integrable in the first place. However, the answer was no. I computed the same integral by Wolfram Alpha (no offense...) and got the following result: 

Am I doing something wrong in my code? Do you have any idea how to obtian the same result in MATLAB? I appreciate your help. 
0 commentaires
Réponse acceptée
  Paul
      
      
 le 23 Fév 2022
        
      Modifié(e) : Paul
      
      
 le 23 Fév 2022
  
      Expected result after expand() and simplify() of fxy.  Don't know why these operations are needed.
syms x y
Pi = sym(pi); %  modified
fxy = (1/Pi)*exp(-((x-1)^2+2*y*(x-1)+2*y^2)); 
Exy = int(int(x*y*simplify(expand(fxy)),x,-inf,inf),y,-inf,inf)
Actually, the simplify() is not needed
syms x y
Pi = sym(pi); % modified 
fxy = (1/Pi)*exp(-((x-1)^2+2*y*(x-1)+2*y^2)); 
Exy = int(int(x*y*expand(fxy),x,-inf,inf),y,-inf,inf)
Plus de réponses (0)
Voir également
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!


