Re: Left truncated normal distribution
- From: Ray Koopman <koopman@xxxxxx>
- Date: Sun, 5 Apr 2009 23:08:30 -0700 (PDT)
On Apr 5, 9:55 pm, MDP <Michael.DefoinPLa...@xxxxxxxxx> wrote:
Hi all,
I am interested in the following problem.
Suppose we have a left truncated normal distribution (one-dimension)
for which the expectation and the variance are known. What are the
mean and variance of the corresponding normal distribution ?
I know it is straightforward to compute the expectation and variance
of a LTN starting from a known normal distribution and a lower bound
but I can't see how I can do the reverse operation in a quick way. Of
course I can think about numerical optimization but I really need a
fast answer because the operation will be repeated many many times.
Any idea ?
Michael
You know *only* the mean and variance of the truncated distribution?
You know neither the cutoff nor the proportion that has been cut off?
Sounds pretty hopeless.
.
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