Numerical integration(double integral) by using "dblquad" function.

I want to find the numerical value of double integral function (function is given in attached file). The integrand is multiplication of cumulative distribution of d1 and probability density function of d2. However, the problem is that d2 is present as limit of the inner integral. I used "dblquad" but it shows the problem that d2 is undefined.

If d2 is not present as limit of the integral, then it is solving the the double integral. Keep in mind, we knew only pdf and cdf of d2. Can anyone suggest please that how can I solve my problem. How can we extract the value of d2 from pdf or cdf.

Note: The syntax I used is given in attached file.

Answer 1

[John D'Errico]

help integral2

See one of the examples, where it shows how to solve your problem.

[Muhammad]

Dear John

I can't find any example, infact this command is not working in MATLAB. Can you please help me Sir.

[John D'Errico]

I'm pretty confident the command DOES work in MATLAB. Perhaps you have an older release as integral2 was just added somewhat recently. In that case, it would help to tell us what release you do have.