Given a particular cutoff (x
), what is the variance of the new truncated normal?
1 |
cutoff |
The cutoff value for the truncated normal |
truncMean |
The mean of the truncated normal. If left NULL, it will be estimated. |
mean |
The mean of the non-truncated distribution (defaults to zero) |
sd |
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 cutoff
).
the variance of the tuncated normal distribution
Dustin Fife
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