I have a question on double integral. Thank you for any suggestions.
Suppose a variable X is normally distributed, X~N(a, b)
How can I use MATLAB to get the E[ Φ( c1-c*2x) ]
the capital greek letter Φ (phi) is computed as an integral of the probability density function. c1, c2, a, b are all constants.
So this is a double integral problem.
Can Matlab deal with this?