**integration over a Gaussian density #2**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!
"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
"John D'Errico"...

**How can i calculate a double density gaussian defined integral**Hi,
I am developing a tool with Matlab of statistical type and i have to
calculate the integral of this function:
f1=( r/(2*pi*(sigma)^2)) * exp( -(
(r)^2/(2*(1-(correlationCoefficent)^2)*(sigma)^2 ) * (
1-2*correlationCoefficent*cos(t)*sin(t) ) ) );
i tried with this Matlab functions:
int
dblquad
and other...
but the result is always the same, Matlab communicate me that it
can't resolve the integral. There aren't error message because the
code is exact simply it can't find a solution for this type of
integral, and the value that return int or the oder functions isn't a
n...

**integration of a gaussian**Hi!
I need to integrate a gaussian plot between two bounds 'a' and 'b' (for
example: -5, +5) .
I'm trying to use the snipped code below:
a=quadl(normpdf,-5,5,0,0,0,1)
but once executed Matlab send me the message:
??? Error using ==> normpdf
Requires at least one input argument.
Any idea?
Many thanks in advance,
Paolo.
---
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Checked by AVG anti-virus system (http://www.grisoft.com).
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Paolo Giai Miniet wrote
>[...]
> I need to integrate a gaussian plo...

**Complex Gaussian integral**Hi.
I am using version 9.03.
I tried
int(exp(-I*x^2),x=-infinity..infinity);
and received the correct answer: (1/2-1/2*I)*2^(1/2)*Pi^(1/2)
(which is equivalent to sqrt(Pi/I)).
However
int(exp(I*x^2),x=-infinity..infinity);
yields the incorrect result: infinity
rather than the complex conjugate of the first integral.
Is this a known bug?
Inf.
Introducing a parameter 'a' seems to reveal the problem:
> int(exp(a*x^2),x=-infinity..infinity);
/ (1/2)
| Pi
| --------- -csgn(a) = 1
...

**Problem with Simplify and Integrating a gaussian**Hello,
I encountered a very strange behaviour of Mathematica and would like to
ask if this is a bug or if I am doing something incredible wrong. I hope
this list is the right place to do so.
Please find below the contents of my notebook:
In[27]:= v[x_]=If[x<a,0,Exp[- ((x-a)/1.)^2]]
u[x_]=Simplify[v[x]]
Out[27]= If[x<a,0,Exp[-((x-a)/1.)^2]]
Out[28]= \[Piecewise]E^(-1. (a-1. x)^2) a<=x
0 True
In[29]:= Refine[Integrate[u[x],{x,d,\[Infinity]}],{d>a,a>0}]
Refine[Integrate[v[x],{x,d,\[Infinity]}],{d>a,a>0}]
Out[29]= 0.886227 (1.+Erf[a-1. d])
During evaluation ...

**How to get this gaussian integral result?** Integrate[
x1^(n1) x2^(n2) x3^(n3) Exp[
a x1 x1 + b x2 x2 + c x3 x3 + d12 x1 x2 + d23 x2 x3 + d13 x1 x3 +
d], {x1, -Infinity, Infinity}, {x2, -Infinity,
Infinity}, {x3, -Infinity, Infinity}]. n1,n2,n3 are Natural numbers. I still cannot get the general result ,although mathematica takes so much time. Can you help me about this?
simplerbysimpler@gmail.com writes:
> Integrate[
> x1^(n1) x2^(n2) x3^(n3) Exp[
> a x1 x1 + b x2 x2 + c x3 x3 + d12 x1 x2 + d23 x2 x3 + d13 x1 x3 +
> d], {x1, -Infinity, Infinity}, {x2, -Infinity,
> Infinity}, {x3, ...

**Rapid execution of gaussian integrals**I recently posted about very slow execution of infinite symbolic
integrals of the general form
Integrate[const * Exp[-A x^2 + 2 B x], {x, -Infinity, Infinity},]
when A and B are constant-valued expressions of even modest complexity,
even when one inserts the necessary Assumptions to make the integral
convergent.
Daniel Lichtbau replied with some helpful suggestions on how to speed
things up a bit; but to really speed things up I've since been using the
brute force approach
gaussianIntegral[func_, x_] : = Module[ {exp, A, B, C, const},
exp = Exp...

**Gaussian integration broken**
Abother bug concerning gaussian integration:
In:= Integrate[Exp[-{x, y}.{{a, b}, {c, d}}.{x, y}],
{x, -Infinity, Infinity}, {y, -Infinity, Infinity}]
Out:= 0
...

**Exponential integration with normal density function**Hello,
I need to evaluate an exponential integral over a positive range. The integrand is of the following form:
(1/x)*pdf(X)
where pdf(X) is the Normal(mu,sigma^2) probability density function.
Which integral approximation method (quad, quadgk, etc.) is the best to evaluate this integral in terms of time and least error?
Thank you,
A.
On May 5, 5:05=A0pm, "Angie" <angie1...@yahoo.com> wrote:
> Hello,
>
> I need to evaluate an exponential integral over a positive range. The int=
egrand is of the following form:
>
> (1/x)*pdf(X)
>
> wher...

**L_{p} norm for gaussian density**Dear all,
Hi, I am a newbie in this newsgroup, my name's Andrew Au. Nice to see
you all. I am recently studying in speech recognition. I am wondering can I
replace the Mahalanobis distance, used by the Gaussian density, by any other
norm, is it still a probability density, can it help by consider choosing
different metric...?
It seems that wasn't many post about probability model here, I am really
interested in those method for knowledge representation. For example,
Bayesian Network, Hidden Markov Model, Kalman Filter as so on. Are there any
newsgroup talk about all these... ?
...

**Gaussian probability density function in Matlab?**Hello all,
I am wondering if there is Gaussian probability density function(pdf)
and Gaussian cumulative density function (cdf) in matlab?
Thanks!
Davy
zhushenli@gmail.com wrote:
> I am wondering if there is Gaussian probability density function(pdf)
> and Gaussian cumulative density function (cdf) in matlab?
If you have the Statstics Toolbox, they are NORMPDF and NORMCDF. If not, it's
easy enough to code them up; the CDF uses ERF or ERFC.
Hope this helps.
- Peter Perkins
The MathWorks, Inc.
...

**Numerical Integration of a Density a various point**Hello,
I have a density (2-dimensional function) that is not symbolically
integrable. Therefore I would
like to numerically integrate this function at different points, e.g.
100-500.
Is there a way to compute the numerical integral at various point
simultaneously? I tried to
use quad2d with vectors, but it doesn't work.
Do you an idea how to solve this?
Best regards,
Ralf
"Ralf Heimrich" <blowfinger@gmx.net> wrote in message
news:f22bfd39-a28a-4b32-b9a5-611a6def6ee4@w31g2000yqk.googlegroups.com...
> Hello,
>
> I have a density (2-dimensional function) that ...

**How to normalize the Gaussian distribution integration to 1**I have a gaussian distribution as the following;
FWHM=50000;
a=FWHM/1.7;
x=linspace(-2*a,2*a,161);
p2=(1/(sqrt(pi)*a))*exp(-.5*(x./a).^2);
i have to do the following;
normalize the gaussian distribution so that when the sum is calculated and each divsion is divided by the sum, the result gives 1.
is this correct?
g=sum(p2);
for o=1:length(p2)
YY(o)=p2(o)/g;
end
any other suggestion is appreciated. thanks alot
On 8 Nov., 12:09, "salman " <salmanabdull...@gmail.com> wrote:
> I have a gaussian distribution as the following;
>
> FWHM=3D50000;
> ...

**Three-dimensional Gaussian Probability Density Function**Hi all,
I am working on a research,I want to define a 3-Dimensional Gaussian
Probability function on YUV color space.. But I dont know how to
calculate 3-D Gauss PDF?
Can someone help me?
Thanks in Advance
Student-Yeditepe University
Shlomo
shlomo wrote:
> Hi all,
>
> I am working on a research,I want to define a 3-Dimensional Gaussian
> Probability function on YUV color space.. But I dont know how to
> calculate 3-D Gauss PDF?
>
> Can someone help me?
>
I assume that the 3-D refers to (Y, U, V). Have you plenty of examples
of the vector (Y, U, V)? Let us nam...

**plotting the probability density for multivariate gaussian mixture**Hi,
I have a multivariate gaussian mixture distribution(a mixture of two gaussians). For each gaussian in the mixture, the mean MU is a 3 dimensional vector, and the covariance matrix is a 3 by 3 matrix.
I want to project the probability densities onto their best-fit hyperplane for the visualization purpose, so could you please help me out?
Thanks a tonne!
Manjari
On Wed, 06 Feb 2013 17:17:08 +0000, Manjari wrote:
> Hi,
> I have a multivariate gaussian mixture distribution(a mixture of two
> gaussians). For each gaussian in the mixture, the mean MU is a 3
> dimensional...

**Bug 3! Gaussian integration in 5.0 is broken!**
Check this:
Integrate[Exp[(I/h)*(x*Sqrt[B/2 + D] + x0)^2], {x, -Infinity, Infinity}]
and observe the Erf[] functions that should not be there. Neither should x0.
Please let me know if this is NOT reproducible.
Konstantin.
In article <blj66o$1i8$1@smc.vnet.net>,
Konstantin L Kouptsov <kouptsov@wsu.edu> wrote:
> Check this:
>
> Integrate[Exp[(I/h)*(x*Sqrt[B/2 + D] + x0)^2], {x, -Infinity, Infinity}]
>
> and observe the Erf[] functions that should not be there. Neither should x0.
However, note the assumptions that Integrate makes. On the ...

**double integral bivariate density +-Inf limits quad2d**
Hi there,
I want to ask something about a double integral. I guess that the probel is numerical but any suggestions on how should I escape from this would be helpfull.
To what follows f(.) is a density.
I have f(y|x,z=50) and f(x|z=50) and based on these I create f(y,x|z=50) since
f(y,x|z=50) = f(y|x,z=50)*f(x|z=50)
I then want to use f(y,x|z=50) for further manipulation and integrate for various ranges of y and x to obtain some probabilities I need (usually involving upper or lower limits of Inf and -Inf respectively)
Note that x>0, and -Inf<y<Inf
So first I try t...

**MATLAB Gaussian Noise Generator, variance and power density**Hi,
I'm trying to use the "Gaussian Noise Generator" under
Simulink 6.3(R14SP3). There are something I dont understand.
1. Is there any mathematic formula to calculate the "Noise
Power Density" from the parameters "mean value(I set this to
zero)", "variance", and "sample time"?
2. What's the sample rate mean? Should it be the same with
the sample rate of signal, or the sample rate of the noise
generate decide only the bandwidth of the noise? If latter,
why dont use bandwidth instead?
Thanks for your answer! ^_^
Cheng
...

**how to plot the density of bivariate gaussian copula with Normal marginlas?**Hello:
How to plot the density of bivariate gaussian copula with standard normal marginals, or student T marginals? I know I have to get the joint density function first. Take normal marginals for example: is the following density form correct?
f(x,y)
c(u,v)=-----------, u=phi(x), v=phi(y);
f(x)f(y)
phi is the standard normal cdf function.
Thanks for help.
...

**Generation of Gaussian noise with given target Power Spectral Density**Hello all:
I am trying to simulate Gaussian noise with given target Power Spectral Density and having difficulties figuring what's going on.
Idea: given target PSD, simulate a Gaussian process in frequency domain to match the PSD. Then, use the simulated time series to estimate PSD and compare with the exact (verification). The area under the given (exact) PSD curve is equal to the variance of the process.
Question: what should the "scaling factor" (please see my code) be when performing inverse Fourier transform "ifft" in order to match the simulated PSD/varia...

**how to plot the density of bivariate gaussian copula with Normal marginlas? #2**Hello:
How to plot the density of bivariate gaussian copula with standard normal marginals, or student T marginals? I know I have to get the joint density function first. Take normal marginals for example: is the following density form correct?
c(u,v)=f(x,y)/(f(x)*f(y)), u=phi(x), v=phi(y);
phi is the standard normal cdf function.
Thanks for help.
...

**matlab code for image segmentation using supervised active contour model using multivariate gaussian mixture density functions**matlab code for image segmentation using supervised active
contour model using multivariate gaussian mixture density
functions
In article <fparpa$r1q$1@fred.mathworks.com>,
varun <varunchandupatla@mathworks.com> wrote:
>matlab code for image segmentation using supervised active
>contour model using multivariate gaussian mixture density
>functions
Is that the title of a paper you are presenting? It doesn't
appear to be a question.
--
amazon.com's top 8 books about "walter" are Kotzwinkle/ Gundy/ Colman's
"Walter the Farting Dog"
...

**can u provide a matlab code for image segmentation using supervised active contour model using multivariate gaussian mixture density functions**i have an algorithm for the above,provide your email id so
that i can attach algorithm along with thesis.
In article <fpej9r$dcf$1@fred.mathworks.com>,
varun <varunchandupatla@mathworks.com> wrote:
>i have an algorithm for the above,provide your email id so
>that i can attach algorithm along with thesis.
I'm not sure if I understand you correctly, so I will ask for
clarification:
Is it correct that you have an algorithm and thesis for a particular
type of problem, and you wish someone to code the algorithm in
Matlab for you? If so, then are you looking for a volunte...

**integrating within an integral**Hi,
I am looking to integrate a function within another integral. My
problems is that the variable of integration for the outer integral
is a variable in the inner intergral.
For example in pseudo-code:
int(x^2 - int(c^2-x^2)dc )dx
I was suggested the use of a separate function and putting the quad
command in a loop. So I would call the inner integral from this:
function res = G2(xv,lambda10)
res = zeros(size(xv));
for i=1:length(xv)
x = xv(i);
res(i) = (2./lambda10) .* quad(@(c) c.^2./sqrt...
(c.^2-x.^2), x.*(1+eps), lambda10.*(1-eps));
end
end
wher...