Integral of bivariate normal distribution & find solution
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Hello.
Can anyone teach me how to figure out following problem.
f(B,C) is pdf of bivariate normal distribution.
mu=[1.5 30]; (where mu_b=1.5, mu_c=30)
sigma=[0.09 0.5; 0.5 100];
Using these information, I first want to calculate expected value of C under bivariate normal distribution.
TC = TA*E(C) = TA*doubleintegral(C*f(B,C))dBdC --eq.(1)
TA = 920;
-> C_lowerbound = 0
-> C_upperbound = +inf
Infortant thing is that the lower bound of B is functional form.
-> B_lowerbound = C*lamda_star , where lambda_star = 0.06
-> B_upperbound = +Inf
At second,in equation (1) above, if TC = 5000, and lambda_star is unknown, how to solve the lambda_star? Expected boundary of lambda_star is from zero to one. (lambda_star=[0,1])
I am totally beginner of Matlab. If anyone can teach me how to deal with this problem, it would be very appreciated.
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