how to calculate integral pdf ?
13 views (last 30 days)
Show older comments
Priscilla Schmitz
on 30 May 2019
Commented: the cyclist
on 30 May 2019
Hi,
I have pdf (probability density function) of my outputs but i dont know how to determine the probability that x1<x<x2 by calculating Integral(P(x)) between x1 and x2 on MATLAB...
ANY HELP? :D
0 Comments
Accepted Answer
the cyclist
on 30 May 2019
The probability is the integral of the PDF over a range. You can approximate that integral as a sum:
pdf = @(x) 2*x;
x1 = 0;
x2 = 1;
dx = 0.0001;
xrange = x1 : dx : (x2-dx);
probability = sum(pdf(xrange)*dx)
Note that I have done the approximation very crudely, just to keep things simple. Better approximations are possible.
2 Comments
the cyclist
on 30 May 2019
It represents the width of a tiny slice of the area under the curve, as you do the integral.
In the limit that dx --> 0, you get the integral (rather than the sum).
[Real mathematicians, please do not shoot me! I know that I am being a bit loose here. But I can't explain all of calculus!]
More Answers (0)
See Also
Categories
Find more on Calculus in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!