Borrar filtros
Borrar filtros

How to code expressions involving integral of lognormal and uniform distributions?

2 visualizaciones (últimos 30 días)
I am coding some equations which involve lognormal and uniform variables. For instance, I have the following expression (let's call it first expression):
and then another expression (let's call this one second expression):
You will notice expression (2) is just expression (1) under double integral. Here, and are log-normally distributed, that is and , respectively. Further, follows a uniform distribution, i.e., and (it's a product of the two lognormal variables). In the second expression, the first expression is first integrated with respect to which follows a uniform distribution and then it's integrated a second time with respect to z which follows a lognormal distribution.
I am struggling to figure out how to code them correctly. I will be most grateful for any help. Can I code them like this?
SB = (1 - logncdf*(xbar(+1)/z(+1)))*(xbar(+1)/z(+1)) + lognpdf(epsilon)% I don't
% know how to handle the limits of the integral in the second term.
SBtilde = lognpdf(unipdf(SB, a, sigmabar))% again I don't know how to
% handle the integral limits in the outer integral. And can unipdf have
% a variable as an uppper integral limit that I could compute sometime before
% running this line of code?
If this will not work, is there something else I can do? Can I use an external function file? I thought about writing an external function file but then I reached my wit's end thinking about how to handle these integral limits and multiple integrals.
  1 comentario
Walter Roberson
Walter Roberson el 1 de Mayo de 2022
https://www.mathworks.com/matlabcentral/answers/435873-numerically-solve-integration-of-random-variable-using-symbolic-values#answer_352602
https://stackoverflow.com/questions/25931731/how-to-define-cumulative-normal-distribution-using-symbolic-math/25936113#25936113

Iniciar sesión para comentar.

Respuestas (0)

Etiquetas

Productos


Versión

R2020b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by