Truncated normal distribution - Alchetron, the free social encyclopedia
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SOLVED:Truncated Normal Density. Let x be N(1,1). Using the results in the Appendix, show that: (a) The conditional density f(x / x>1)=2 ϕ(x-1) for x>1 and f(x / x1)=1 2 ϕ(0) and E(x / x1)=var(x / x<1)=1-4 ϕ^2(0). Compare with the unconditional variance of x.
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