MATLAB Answers

how to calculate integral pdf ?

59 views (last 30 days)
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...


Sign in to comment.

Accepted Answer

the cyclist
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.


the cyclist
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!]

Sign in to comment.

More Answers (0)


Translated by