How to integrate a bivariate function over 1 dimension?
2 ビュー (過去 30 日間)
古いコメントを表示
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 件のコメント
採用された回答
Walter Roberson
2019 年 4 月 27 日
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)
その他の回答 (0 件)
参考
カテゴリ
Help Center および File Exchange で Symbolic Math Toolbox についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!