Area under a PDF curve

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Ibai Ostolozaga Falcon
编辑： Torsten 2022-3-3
Hi all!
I have a brief question. I am trying to obtain the area under a PDF curve. Concretely, the PDF follows a Lognormal distribution with paremeter mu=0 and sigma=0.9.
zmax=10;
gridz=600;
m=0;
sig=0.9;
z=logspace(0,log(zmax)/log(10),gridz);
g=lognpdf(z,m,sig);
trapz(z,g)
However, the value I obtain is equal to 0.49, far from 1. Any advise please?
Thanks in advanced,
Ibai
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Ibai Ostolozaga Falcon
Ibai Ostolozaga Falcon 2022-3-3
Hi Torsten,
Thank you for your answer! Using linspace and starting at 0, gives me back a value very close to one.
However, I would like to ask why when z(1)=0 gives back a value close to one and when I use z(1)=1 not. That is, when I am building the pdf I am giving to Matlab a grid with 600 points that goes from 1 to 10.
Thank you in advanced.
Torsten
Torsten 2022-3-3
编辑：Torsten 2022-3-3
However, I would like to ask why when z(1)=0 gives back a value close to one and when I use z(1)=1 not.
The area under the PDF curve between 0 and 1 is 0.5.

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回答（1 个）

Chunru
Chunru 2022-3-3
Ran in:
For pdf that matlab supports, you can use cdf function to find the area under pdf. For your case
zmax=10;
m=0;
sig=0.9;
logncdf(zmax, m, sig)
ans = 0.9947

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