Question

I wanted to ask how I can compute the following integral in MATLAB.

integral( PN(x,m,s), x(-Inf,Inf) , m>0 , s>0.

I have created a function file, pn, which is:

function PN = pn(x,m,s)
    PN = exp(-(x-m).^2 ./ (2*s.^2)) ./ sqrt(2*pi*s.^2);
end

and a script begin.m:

%ezplot(@(x)pn(x,0,1),[-3,3])  --> This is OK!
quad(pn(x,m,s),x,-Inf,Inf)     --> I can't manipulate this, I tried several ways.

The answer to the integral must be “1”.

Answer 1

quad and other integration routines expect a function handle in its first slot. Also, this function must except vector input and return vector output. To fix your problem, try this instead,

m=0;
s=1;
F = @(x) pn(x,m,s);  % a function handle
quadgk(F,-inf,inf)   % quadgk excepts -inf to inf as limits

This should do what you want.