How to integrate a bivariate function over 1 dimension?

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jlr
jlr el 27 de Abr. de 2019
Comentada: jlr el 28 de Abr. de 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!
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Walter Roberson
Walter Roberson el 27 de Abr. de 2019
Use the Symbolic Toolbox?
jlr
jlr el 27 de Abr. de 2019
Thanks, Walter. I've never used it. Is it fairly easy to use?

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Walter Roberson
Walter Roberson el 27 de Abr. de 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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