how to calculate integral pdf ?

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

Answer 1

[the cyclist]

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]

what is dx?

[the cyclist]

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!]