27 lines
643 B
Matlab
27 lines
643 B
Matlab
% plot Gaussian pdf:
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dx=0.01;
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x = [-4.0:dx:4.0];
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p = exp(-0.5*x.^2)/sqrt(2.0*pi);
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plot(x, p, 'linewidth', 4)
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hold on
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% show area of integral:
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x1=1.0;
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x2=2.0;
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area(x((x>=x1)&(x<=x2)), p((x>=x1)&(x<=x2)), 'FaceColor', 'r' )
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hold off
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% compute integral between x1 and x2:
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P = sum(p((x>=x1)&(x<x2)))*dx;
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fprintf( 'Integral between %.2g and %.2g: %.3g\n', x1, x2, P );
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% draw random numbers:
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r = randn( 10000, 1 );
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% check P:
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Pr = sum((r>=x1)&(r<x2))/length(r);
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fprintf( 'Probability of a number between %.2g and %.2g: %.3g\n', x1, x2, Pr );
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% infinite integral:
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P = sum(p)*dx;
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fprintf( 'Integral between -infinity and +infinity: %.3g\n', P );
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