Effacer les filtres
Effacer les filtres

Error in the integration result

3 vues (au cours des 30 derniers jours)
Daigo
Daigo le 23 Fév 2022
Commenté : Daigo le 23 Fév 2022
Given the joint p.d.f.:
for -\infty < x, y < \infty
I'm trying to compute the expected value: 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.

Réponse acceptée

Paul
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)
Exy = 
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)
Exy = 
  1 commentaire
Daigo
Daigo le 23 Fév 2022
I have no idea why we have to expand the polynomial before integration...but I'm glad to know it works in this way. Thanks!

Connectez-vous pour commenter.

Plus de réponses (0)

Tags

Produits


Version

R2020a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by