The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » Software » comp.soft-sys.matlab

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: is a truncated normal distribution symetric
Replies: 0  

Advanced Search

Back to Topic List Back to Topic List  
Mike Hoversten

Posts: 13
Registered: 10/27/06
is a truncated normal distribution symetric
Posted: Aug 19, 2008 5:31 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

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)??


Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.