multiple integration with variable limits

Hi all,

How can I conduct multiple integration (up to n times) on a 1d vector where the integration limits involve variables? The vector in my case actually represents the probability density function of a convolution of a few uniform random variables.

A simplified version of my problem for the case where n=3 is as shown:

integrate( integrate( integrate(the vector from 1 to x2) from 2 to x3) from 3 to x4) dx1 dx2 dx3 ,where x1, x2, x3, x4 are variables.

Previously I had attempted to use symbolic integration but since the integral does not have an explicit form, it didn't work out.

After reading http://www.mathworks.com/matlabcentral/newsreader/view_thread/290040 , I suppose I have to use trapz or cumtrapz, but even after reading the documentations, I am still not sure how to apply them to my problem.

Does anyone know how can I approach this? Thank you very much!

Patrick.

Answer 1

[Walter Roberson]

If the variables are to remain unresolved, then all you can do is use the symbolic form. You might possibly then be able to use matlabFunction() to turn it into a call to a numeric solver, but I do not know if that would always be possible.