How to integrate a bivariate function over 1 dimension?
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I have a bivariate normal pdf that I wold like to integrate over only 1 dimension. Does anyone have advice on how to do this? Thank you!
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Walter Roberson
2019-4-27
syms x y rho ux uy real
syms sx sx positive
syms pi
assume(-1 <= rho & rho <= 1)
f = 1/(2*pi*sx*sy*sqrt(1-rho^2)) * exp(-1/(2*(1-rho^2))*((x-ux)^2/sx^2 + (y-uy)^2/sy^2 - 2*rho*(x-ux)*(y-uy)/(sx*sy)))
pretty(f)
result = int(f,x,-inf,inf)
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