# how to calculate integral pdf ?

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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

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.

Priscilla Schmitz on 30 May 2019
what is dx?
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!]