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How to integrate a bivariate function over 1 dimension?

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jlr
jlr le 27 Avr 2019
Commenté : jlr le 28 Avr 2019
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
Walter Roberson
Walter Roberson le 27 Avr 2019
Use the Symbolic Toolbox?
jlr
jlr le 27 Avr 2019
Thanks, Walter. I've never used it. Is it fairly easy to use?

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Walter Roberson
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)

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