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Topic: is a truncated normal distribution symetric
Replies: 0

 Mike Hoversten Posts: 13 Registered: 10/27/06
is a truncated normal distribution symetric
Posted: Aug 19, 2008 5:31 PM

specifically using it to draw numbers from a truncated
Normal distribution, which is to be used in a Metropolis
Hastings algorithm, so the question for the statistically
inclined is:

Is the truncated Normal distribution symmetric? Evaluating
weather the Hastings ratio, (f(x1)*q(x0|x1)/f(x0)*q(x1|x0)
where f is the likelihood and q is the proposal
distribution, is less than a uniform random number requires
that I be able to calculate q(x0|x1) and q(x1|x0) when q is
the truncated Normal distribution, OR if they are equal
(symmetric) I can ignore it.

So is the truncated Normal distribution symmetric, and if
not how would I evaluate q(x0|x1)??

Thanks