M·C, IST: truncated Gaussian, simulated

Truncated Gaussian, simulated: regression

Simulates a truncated Gaussian distribution, for regression. UNDER CONSTRUCTION

2024.Nov.25 05:27:23

μ, σ

[X]

Mean and st. dev. for each item, X. •

X_a, X_b

[X] (X_a < x < X_b)

Truncation X_a (min) and X_b (max) for item. •

N, .seed

10^ (≤ 6)

No. of trials, seed (repeatability). •

klass, tol

Histo. classes, tolerance for iterations. •

Show values

Shows the coordinates of the graph. •

Simulates and plots a truncated Gaussian distribution, in its interval X_a < X < X_b. Then, a regression is done to recover the four parameters given.

(The parameters μ, σ, X_a and X_b all have the same units as X, i.e., [X], whereas the pdf, y, has [X]⁻¹.)

References:

Plate: TruncGaussianRegr

• Google "truncated normal"

• 1811-03-11: Le Verrier, Urbain Jean Joseph (1877-09-23).

http://web.ist.utl.pt/~mcasquilho/compute/qc/Fx-truncGauss_regr.php
Created: 2012-03-11 — Last modified: 2012-03-11