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I have an integral as follows:

[itex]\log(\int_{r}^{\inf}\frac{P(v,f)}{P(f)}dv)[/itex]

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:

[itex]\sum_{r}^{bins}\frac{P(v,f)}{P(f)}[/itex]

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?

Thanks,

Luca

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# Discretizing an integral

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