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nemo92world
nemo92world

Reputation: 101

calculation probability density function

I have a probability density function,

f(y) = a0*L_0 + a_neg*exp(A_neg *(y))*L_neg + a_pos*exp(-A_pos *(2-y))*L_pos, for 0<y<2.

All elements are available,

  1. a0 is scalar,

  2. L_0 is 1X5,

  3. a_neg is 1X3,

  4. A_neg 3X3,

  5. L_neg is 3X5,

  6. L_pos 1X5,

  7. a_pos is scalar,

  8. A_pos is scalar.

Calculating it in matlab I get the result with no error,

% Define the function
f = @(y) a0*L_0 + a_neg*expm(A_neg * y)*L_neg + a_pos*exp(-A_pos * (2-y))*L_pos;
% Define the range of y
y = linspace(0, 2, 1000); % 1000 points between 0 and 2

% Initialize result matrix
result = zeros(length(y), 5);

% Compute the function for all y values
for i = 1:length(y)
    result(i, :) = f(y(i));
end

% Print the result
disp(result);

This works properly, but since its a pdf function I want to take the integral and get a 1X5 vector as pdf integral from 1 to 2 f(y)dy with this code,

    f_integral = integral(@(y) sum(f(y)), 0, 2);

I get error "Incorrect dimensions for matrix multiplication. Check that the number of columns in the first matrix matches the number of rows in the second matrix. To perform elementwise multiplication, use '.*'." if there is a problem in my dimensions why I dont get error when I calculate f(y).

Upvotes: 0

Views: 62

Answers (2)

nemo92world
nemo92world

Reputation: 101

this helped


f_values = zeros(200, 5);   % Preallocate the matrix for f(y) values

for i = 1:200
    f_values(i, :) = f(y_values(i));
end

integral_value = trapz(y_values, f_values);

Upvotes: 1

Zein
Zein

Reputation: 106

You can set the ArrayValued option to true as follows,

f_integral = integral(@(y) sum(f(y)), 0, 2, 'ArrayValued', true);

The problem is when you provide the function with a set of scalars like [1,2,3], it doesn't operate on every one of them individually. This is similar to what happens if the output itself is not a scalar but an array. That's why specifying that the output is an array even if it's actually not helps in this case.

Upvotes: 2

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