Question: truncated normal distribution

July 21 2011 by
false
Maple

3

Dear all,

I have two questions regarding truncated normal distribution.

1. Is there a convenient way in Maple to compute and plot the density function of a truncated normal distribution? I know that in Maple, after creating a random variable, I can use the function Statistics:-PDF to compute the density function, and use DensityPlot to draw the function. But for truncated distribution, I have to compute it manually by doing integration to compute the normalized coefficients, and use plot to draw that function. I'm just wondering is there a better way for comuting the PDF and can I still use DensityPlot? And also, seems if I use my way to compute the PDF for the truncated distribution, how should I generate a sample? Seems I can not use Statistics:-Sample function anymore..

2. If I know random variable X follows Gaussian distribution Normal(mu, delta), then I know random value X + t also follows Gaussian distribution Normal(mu+t, delta). Now if I truncate the normal distribution (mu, delta) at interval [a, b], and obtain the density function F of the truncated distribution. Is it possible to compute the corresponding density function for the trauncated gaussian distribution Normal(mu+t, delta) from F?

Thank you very much for your help!

Kelvin