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Discretizing an integral

  1. Mar 19, 2012 #1
    Hello everyone,

    I have an integral as follows:


    Now, I want to evaluate this on the computer where this PDF represented by P(v, f) is build up using a joint histogram where each entry is a probability for a given value pair for v and f to occur together.

    Now when I compute this integral I do it as follows:

    where v and f are some appropriate values and bins are the number of bins along the appropriate axes in my joint histogram. Then after accumulation, I take the log of the final value.

    Now, my question is that do I need to normalize this somehow? When discretizing such integrals does one normalize it by the range of the definite integral parameters?


    Last edited: Mar 19, 2012
  2. jcsd
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