"Torsten" wrote in message <firstname.lastname@example.org>... > "marco" wrote in message <email@example.com>... > > "Torsten" wrote in message <firstname.lastname@example.org>... > > > "marco" wrote in message <email@example.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.