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Topic: Probability in a bi-variate normal gaussian distribution
Replies: 7   Last Post: Nov 4, 2013 9:04 AM

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marco

Posts: 4
Registered: 10/29/13
Re: Probability in a bi-variate normal gaussian distribution
Posted: Nov 4, 2013 9:04 AM
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"Torsten" wrote in message <l5875m$pdb$1@newscl01ah.mathworks.com>...
> "Torsten" wrote in message <l4tu1q$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.



Torsten many thanks for your support. I'll try it.

Best

Marco



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