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is a truncated normal distribution symetric
Posted:
Aug 19, 2008 5:31 PM
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I have just downloaded Randraw, which is wonderful. I am
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
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