Search All of the Math Forum:
Views expressed in these public forums are not endorsed by
Drexel University or The Math Forum.



is a truncated normal distribution symetric
Posted:
Aug 19, 2008 5:31 PM


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(x0x1)/f(x0)*q(x1x0) 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(x0x1) and q(x1x0) 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(x0x1)??
Thanks



