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Subject: Re: Probability in a bi-variate normal gaussian distribution
Date: Mon, 4 Nov 2013 13:24:06 +0000 (UTC)
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"Torsten" wrote in message <l4tu1q$ihq$1@newscl01ah.mathworks.com>...
> "marco" wrote in message <l4tm1n$ias$1@newscl01ah.mathworks.com>...
> > "Torsten" wrote in message <l4qjua$20j$1@newscl01ah.mathworks.com>...
> > > "marco" wrote in message <l4qibj$a78$1@newscl01ah.mathworks.com>...
> > > > Dear Torsten,
> > > > 
> > > > thank you very much. I'm sorry if my question can look trivial but these are my first steps in the statistical world.
> > > > 
> > > > Regards
> > > > 
> > > > Marco
> > > 
> > > It's not trivial, but it's well-studied.
> > > In my opinion, the chance to get well-tested matlab code for your problem by a google search is quite high.
> > > 
> > > Best wishes
> > > Torsten.
> > 
> > Torsten, I looked for this by google but I did not find any matlab code able to solve my problem. Probably my searches are unsuccessfully because i'm searching in the wrong way. Could you suggest me some starting point ? I'd really appreciate it.
> > 
> > Thanks in advance   
> 
> Here is FORTRAN code which can easily be converted to MATLAB code:
> http://www.dtic.mil/dtic/tr/fulltext/u2/a102466.pdf
> 
> Best wishes
> Torsten.

... and if your impression is that this method is too time-consuming to program, just triangulate your (bounded) polygon and calculate S=sum_i area(T_i)*f(x_i)
where T_i is the i-th triangle and f(x_i) is the probability density function evaluated at the barycenter of T_i.

Best wishes
Torsten.