Compute variance of truncated normal
Given a particular cutoff (
x), what is the variance of the new truncated normal?
The cutoff value for the truncated normal
The mean of the truncated normal. If left NULL, it will be estimated.
The mean of the non-truncated distribution (defaults to zero)
The sd of the non-truncated distribution (defaults to 1)
The variance of a pdf (f(x)) is computed by integrating the function x^2*f(x) from -Inf to Inf. To compute
a truncated normal, the function remains the same, but the limits change (from -Inf to
the variance of the tuncated normal distribution
1 2 3 4 5
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.