MATLAB Central Newsreader - integration over a Gaussian density

Re: integration over a Gaussian density

Jerry — Wed, 06 Feb 2008 05:12:01 -0500

"Roger Stafford"
<ellieandrogerxyzzy@mindspring.com.invalid> wrote in
message <foba8e$rr4$1@fred.mathworks.com>...
> "Roger Stafford"
<ellieandrogerxyzzy@mindspring.com.invalid> wrote in
> message <fob85m$ctq$1@fred.mathworks.com>...
> > Write x*f(x) = (x-m)*f(x) + m*f(x), where m is the
mean. The first one can
> be
> > directly integrated in terms of the exp function,
while the second can be
> > expressed in terms of normcdf or erf.
> >
> > Roger Stafford
> -------
> I think the Matlab Newsgroup is misbehaving again! I
clicked the "Post
> Message" button only once, I swear, but got four copies
sent anyhow. Let's see
> how it behaves this time.
>
> Roger Stafford
>

thanks, Roger. Your method is really smart! my OP got a
duplication too, don't worry about it. thanks again.

Re: integration over a Gaussian density

Roger Stafford — Wed, 06 Feb 2008 03:41:02 -0500

"Roger Stafford" <ellieandrogerxyzzy@mindspring.com.invalid> wrote in
message <fob85m$ctq$1@fred.mathworks.com>...
> Write x*f(x) = (x-m)*f(x) + m*f(x), where m is the mean. The first one can
be
> directly integrated in terms of the exp function, while the second can be
> expressed in terms of normcdf or erf.
>
> Roger Stafford
-------
I think the Matlab Newsgroup is misbehaving again! I clicked the "Post
Message" button only once, I swear, but got four copies sent anyhow. Let's see
how it behaves this time.

Roger Stafford

Re: integration over a Gaussian density

Roger Stafford — Wed, 06 Feb 2008 03:05:26 -0500

"Jerry " <mricad@yahoo.no000spppam.com> wrote in message <foau82$cqb
$1@fred.mathworks.com>...
> in matlab, how to get the integration of xf(x) from t1 to t2
> where f(x) is a Gaussian (or Normal) density function with
> known mean and variance parameters? thanks!
---------
Write x*f(x) = (x-m)*f(x) + m*f(x), where m is the mean. The first one can be
directly integrated in terms of the exp function, while the second can be
expressed in terms of normcdf or erf.

Roger Stafford

Re: integration over a Gaussian density

Roger Stafford — Wed, 06 Feb 2008 03:05:26 -0500

Re: integration over a Gaussian density

Roger Stafford — Wed, 06 Feb 2008 03:05:09 -0500

Re: integration over a Gaussian density

Roger Stafford — Wed, 06 Feb 2008 03:05:09 -0500

Re: integration over a Gaussian density

roberson@ibd.nrc-cnrc.gc.ca (Walter Roberson) — Wed, 06 Feb 2008 01:38:15 -0500

In article <fob1kq$15p$1@fred.mathworks.com>,
Jerry <mricad@yahoo.no000spppam.com> wrote:

>no, please note that "integration of xf(x) from t1 to t2",
>it's xf(x), not f(x).

Do you mean x*f(x) or do you mean a function named fx applied at
point x?

--
"I was very young in those days, but I was also rather dim."
-- Christopher Priest

Re: integration over a Gaussian density

Jerry — Wed, 06 Feb 2008 01:14:02 -0500

"John D'Errico" <woodchips@rochester.rr.com> wrote in
message <fob0bi$bar$1@fred.mathworks.com>...
> "Jerry " <mricad@yahoo.no000spppam.com> wrote in message
> <foau82$cqb$1@fred.mathworks.com>...
> > in matlab, how to get the integration of xf(x) from t1 to t2
> > where f(x) is a Gaussian (or Normal) density function with
> > known mean and variance parameters? thanks!
>
> normcdf, if you have the statistics toolbox.
>
> If not, then its a simple transformation of
> erf or erfc.
>
> John

no, please note that "integration of xf(x) from t1 to t2",
it's xf(x), not f(x).

Re: integration over a Gaussian density

John D'Errico — Wed, 06 Feb 2008 00:52:02 -0500

"Jerry " <mricad@yahoo.no000spppam.com> wrote in message
<foau82$cqb$1@fred.mathworks.com>...
> in matlab, how to get the integration of xf(x) from t1 to t2
> where f(x) is a Gaussian (or Normal) density function with
> known mean and variance parameters? thanks!

normcdf, if you have the statistics toolbox.

If not, then its a simple transformation of
erf or erfc.

John

integration over a Gaussian density

Jerry — Wed, 06 Feb 2008 00:16:02 -0500

in matlab, how to get the integration of xf(x) from t1 to t2
where f(x) is a Gaussian (or Normal) density function with
known mean and variance parameters? thanks!