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Truncated normal distribution #104

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w4rner opened this issue Jan 23, 2018 · 1 comment
Open

Truncated normal distribution #104

w4rner opened this issue Jan 23, 2018 · 1 comment

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@w4rner
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w4rner commented Jan 23, 2018

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

@rickecon
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@lpwarner . The difference is that the Wikipedia entry is described in terms of the standard normal distribution,
image
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.

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