scipy.stats.gaussian_kde.integrate_box

gaussian_kde.integrate_box(low_bounds, high_bounds, maxpts=None)

Computes the integral of a pdf over a rectangular interval.

Parameters :

low_bounds : vector

lower bounds of integration

high_bounds : vector

upper bounds of integration

maxpts=None : int

maximum number of points to use for integration

Returns :

value : scalar

the result of the integral