MATLAB: How to calculate integral pdf

integral

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? 😀

Best Answer

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.

Related Solutions

MATLAB: Help with linear fit

Here is one way:

x      = 0:0.05:1;                          % define data
y      = sin(x).^2;
x1     = x(10);                             % define interval
x2     = x(20);
xrange = x(find(x == x1):find(x == x2));    % pick out x and y vals in interval
yrange = y(find(x == x1):find(x == x2));
p      = polyfit(xrange, yrange, 1);        % do linear curve fit 
yfit   = polyval(p, xrange);
figure
hold on; grid; box
plot(x,y,xrange,yfit,'-r')

The first element of p is the slope of the linear curve.

MATLAB: Left riemann sum integration

Try

x1 = 1;
x2 = 3;
f=@(x)  2*x.^5 - 3*x.^2 - 5;
n=500;
dx=(x2-x1)/n;
summe=0.0;
for i=1:500
  summe=summe+f(x1+dx*(i-1));
end
summe=summe*dx;
z=integral(f,x1,x2);

Best wishes

Torsten.

Best Answer

Related Solutions

MATLAB: Help with linear fit

MATLAB: Left riemann sum integration

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