 |
Truncated Gaussian
distribution
Calculates moments, probabilities and deviates
for a truncated Gaussian distribution. |
|
|
| x |
|
Value for which probability will be calculated.
• |
| μ, σ |
|
Mean and standard deviation of the (non-truncated)
distribution. • |
| xmin, xmax |
|
Truncation limits (minimum and maximum). • |
| P |
|
Probability (to calculate deviate) |
Calculates one-sided probability and deviate
for a truncated Gaussian distribution. The formulas for the
density (fX), the
cdf (FX) and the moments
(μT, σT) are:
with
Equivalently, with α1 = (xmin
− μ) ⁄ σ, etc., and Δ an obvious difference
operator, it is:
or
with  |
|
|
References:
• Truncated
Normal Distribution.pdf or
lecture4k.pdf 90 kb
(S. S. Kortum, U.
Minnesota). |
