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Integrate a bivariate normal distribution over y when x is fixed

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Apurva Patil
Apurva Patil on 18 Apr 2021 at 16:10
Edited: Paul on 18 Apr 2021 at 21:53
I have a bivariate normal distribution f(x,y). I want to integrate f(x=a, y) over y, say from y1 to y2. Is there any direct/simpler way to do this without using the integral function?
Thank you.

Accepted Answer

Paul
Paul on 18 Apr 2021 at 16:44
Edited: Paul on 18 Apr 2021 at 21:53
One simple approach is to evaluate f(a,y) for vector of y from y1 to y2 and then use cumtrapz() or trapz() on the result.

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