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Wikipedia says to calculate the truncated normal pdf, you must divide the normal pdf by (sigma * prob_notcut), whereas it seems in the MLE notebook we divided by (prob_notcut). Is this a problem? https://en.wikipedia.org/wiki/Truncated_normal_distribution
The text was updated successfully, but these errors were encountered:
@lpwarner . The difference is that the Wikipedia entry is described in terms of the standard normal distribution,
whereas my specification is not a standard normal. Mine is a general normal distribution with mean mu and standard deviation sigma. So mine would be the same as the Wikipedia page, but without the sigma in the denominator.
Wikipedia says to calculate the truncated normal pdf, you must divide the normal pdf by (sigma * prob_notcut), whereas it seems in the MLE notebook we divided by (prob_notcut). Is this a problem?
https://en.wikipedia.org/wiki/Truncated_normal_distribution
The text was updated successfully, but these errors were encountered: