How to integrate a bivariate function over 1 dimension?
2 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
I have a bivariate normal pdf that I wold like to integrate over only 1 dimension. Does anyone have advice on how to do this? Thank you!
2 commentaires
Réponse acceptée
Walter Roberson
le 27 Avr 2019
syms x y rho ux uy real
syms sx sx positive
syms pi
assume(-1 <= rho & rho <= 1)
f = 1/(2*pi*sx*sy*sqrt(1-rho^2)) * exp(-1/(2*(1-rho^2))*((x-ux)^2/sx^2 + (y-uy)^2/sy^2 - 2*rho*(x-ux)*(y-uy)/(sx*sy)))
pretty(f)
result = int(f,x,-inf,inf)
Plus de réponses (0)
Voir également
Catégories
En savoir plus sur Symbolic Math Toolbox dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!