Timeline for Calculating the Mean of a Truncated Multinormal Distribution
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 25, 2012 at 23:53 | history | edited | kglr | CC BY-SA 3.0 | added 462 characters in body |
| Aug 25, 2012 at 23:52 | comment | added | rm -rf♦ | @Ian Well, there's always Switch... note that I'm only mentioning it as an alternative. I suspect the reason might be due to the fact that Mean sees the dimension as 1 and calculates the expectation of x, when technically, it should be the expectation of {x}. You can also see this issue arise when you use PDF with your truncated distribution | |
| Aug 25, 2012 at 23:49 | comment | added | rm -rf♦ | @Ian Instead of making us waste time guessing at non-trivial values that might or might not work, why not just update your question with what didn't work for you? | |
| Aug 25, 2012 at 23:48 | comment | added | Ian | @R.M Yes, but having to switch the function call programatically when the dimension is 1 is annoying. | |
| Aug 25, 2012 at 23:48 | comment | added | Ian | @kguler True, that works. Now try using some numerical values that are not trivial. | |
| Aug 25, 2012 at 23:46 | comment | added | rm -rf♦ | and in addition, use NormalDistribution to get an answer for the case in the question | |
| Aug 25, 2012 at 23:44 | review | Low quality posts | |||
| Aug 25, 2012 at 23:49 | |||||
| Aug 25, 2012 at 23:44 | history | answered | kglr | CC BY-SA 3.0 |