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Re: Solve for parameters of a truncated

  • To: mathgroup at smc.vnet.net
  • Subject: [mg122956] Re: Solve for parameters of a truncated
  • From: DrMajorBob <btreat1 at austin.rr.com>
  • Date: Fri, 18 Nov 2011 06:23:47 -0500 (EST)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com
  • References: <201111151050.FAA23783@smc.vnet.net>
  • Reply-to: drmajorbob at yahoo.com

I'll meet that and raise you this:

X = TruncatedDistribution[{0, \[Infinity]},
    NormalDistribution[\[Mu], \[Sigma]]];
{mean, var} = FullSimplify@Through[{Mean, Variance}@X];

Manipulate[p = {3.3532, .2242, .3637};
  Column@{Row@{Style["variance = ", FontFamily -> "Arial",
       FontSize -> 11.5, Red],
      Style[ToString@height, FontFamily -> "Arial", FontSize -> 11.5],
      Style[" = mean ", FontFamily -> "Arial", FontSize -> 11.5,
       Blue]}, Show[{ContourPlot[
       mean == height, {\[Mu], 0.01, 3}, {\[Sigma], 0.01, 3},
       ContourStyle -> {Red}, ImageSize -> 350],
      ContourPlot[var == height, {\[Mu], 0.01, 3}, {\[Sigma], 0.01, 3},
        ContourStyle -> {Blue}]}, FrameLabel -> {"\[Mu]", "\[Sigma]"}],
     Plot3D[{mean, var, 1}, {\[Mu], 0.01, 3}, {\[Sigma], 0.01, 3},
     PlotStyle -> {Blue, Green, {Opacity[0.5], Gray}},
     ImageSize -> 350, ViewPoint -> Dynamic[p]],
    ViewPoint -> Dynamic[p]}, {{height, 1}, 0.1, 3, 0.001}]

Bobby

On Thu, 17 Nov 2011 17:23:10 -0600, Barrie Stokes  
<Barrie.Stokes at newcastle.edu.au> wrote:

> Hi Bobby
>
> Very nice.  My final mod of your mod of ...
>
> Manipulate[
>    Column@{Style[
>          "mean equals variance equals " <>
>            ToString[height], FontFamily -> "Arial", FontSize -> 11.5],
>        Show[{ContourPlot[
>              mean == height, {\[Mu], 0.01, 3}, {\[Sigma], 0.01, 3},
>              ContourStyle -> {Red}, ImageSize -> 350],
>     ContourPlot[var == height, {\[Mu], 0.01, 3}, {\[Sigma], 0.01, 3},
>               ContourStyle -> {Blue}]},
>     FrameLabel -> {"\[Mu]", "\[Sigma]"}],
>         Plot3D[{mean, var, height}, {\[Mu], 0.01, 3}, {\[Sigma],
>      0.01, 3},
>          PlotStyle -> {Blue, Green, {Opacity[0.5], Gray}},
>     ImageSize -> 350]}, {{height, 1},
>      0.1, 3, 0.001}]
>
>
> Best,
>
> Barrie
>
>>>> On 18/11/2011 at 6:19 am, in message  
>>>> <op.v43um9zhtgfoz2 at bobbys-imac.local>,
> DrMajorBob <btreat1 at austin.rr.com> wrote:
>> Try this:
>>
>> X = TruncatedDistribution[{0, \[Infinity]},
>>     NormalDistribution[\[Mu], \[Sigma]]];
>> {mean, var} = FullSimplify@Through[{Mean, Variance}@X];
>>
>> Manipulate[
>>   p = {3.3532, .2242, .3637};
>>   Column@{Style[
>>      "mean can equal variance if contours intersect at height = " <>
>>       ToString[height], FontFamily -> "Arial", FontSize -> 11.5],
>>     Show[{ContourPlot[
>>        mean == height, {\[Mu], 0.01, 3}, {\[Sigma], 0.01, 3},
>>        ContourStyle -> {Red}, ImageSize -> 350],
>>       ContourPlot[var == height, {\[Mu], 0.01, 3}, {\[Sigma], 0.01, 3},
>>         ContourStyle -> {Blue}]}, FrameLabel -> {"\[Mu]", "\[Sigma]"}],
>>      Plot3D[{mean, var, 1}, {\[Mu], 0.01, 3}, {\[Sigma], 0.01, 3},
>>      PlotStyle -> {Blue, Green, Gray}, ImageSize -> 350,
>>      ViewPoint -> Dynamic[p]], ViewPoint -> Dynamic[p]}, {{height, 1},
>>    0.1, 3, 0.001}]
>>
>> I think the contour at 2 only adds confusion.
>>
>> Bobby
>>
>> On Thu, 17 Nov 2011 05:03:57 -0600, Barrie Stokes
>> <Barrie.Stokes at newcastle.edu.au> wrote:
>>
>>> Andrzej , Bobby
>>>
>>> Speaking of nice graphics:
>>>
>>> If you combine Bobby's mods to my ContourPlot ...
>>>
>>> X = TruncatedDistribution[{0, \[Infinity]},
>>>        NormalDistribution[\[Mu], \[Sigma]]];
>>> {mean, var} = FullSimplify@Through[{Mean, Variance}@X];
>>> Manipulate[
>>>  Column@{Style[ "contour height is " <> ToString[ height],
>>>     FontFamily -> "Arial", FontSize -> 11.5 ],
>>>        Show[{ContourPlot[
>>>              mean == height, {\[Mu], 0.01, 3}, {\[Sigma], 0.01, 3},
>>>              ContourStyle -> {Red}, ImageSize -> 350],
>>>     ContourPlot[var == height, {\[Mu], 0.01, 3}, {\[Sigma], 0.01, 3},
>>>               ContourStyle -> {Blue}]},
>>>          FrameLabel -> {"\[Mu]", "\[Sigma]"}]}, {{height, 1}, 0.1, 3,
>>>      0.001}]
>>>
>>> with  these plots from Andrzej's code (rotate both plots to reveal the
>>> "underside") ...
>>>
>>> X = TruncatedDistribution[{0, \[Infinity]},
>>>       NormalDistribution[\[Mu], \[Sigma]]];
>>> m = Mean[X];
>>> v = Variance[X];
>>>
>>> and then ...
>>>
>>> Plot3D[{m, v, 1}, {\[Mu], 0.01, 3}, {\[Sigma], 0.01, 3},
>>>   PlotStyle -> {Blue, Green, Gray}]
>>>
>>> and ...
>>>
>>> Plot3D[{m, v, 2}, {\[Mu], 0.01, 3}, {\[Sigma], 0.01, 3},
>>>   PlotStyle -> {Blue, Green, Gray}]
>>>
>>> the difference between height=1 and height=2 is clearly revealed.
>>>
>>> Cheers
>>>
>>> Barrie
>>>
>>>
>>>
>>>
>>>>>> On 16/11/2011 at 8:46 pm, in message
>>>>>> <201111160946.EAA06190 at smc.vnet.net>,
>>> Andrzej Kozlowski <akoz at mimuw.edu.pl> wrote:
>>>
>>>> On 15 Nov 2011, at 11:50, paul wrote:
>>>>
>>>>> I'm trying to solve the following problem:
>>>>> X = TruncatedDistribution[{0, \[Infinity]},
>>>>>  NormalDistribution[\[Mu], \[Sigma]]]
>>>>> Solve[Mean[X] == 1 && Variance[X] == 1, {\[Mu], \[Sigma]}, Reals]
>>>>>
>>>>> I get an error message: "This system cannot be solved with the  
>>>>> methods
>>>>> available to Solve." It doesn't help if I replace Solve with NSolve.
>>>>>
>>>>> In case I've made a mistake in defining the problem, I should say  
>>>>> that
>>>>> I'm looking for the parameters of a normal distribution so that, if
>>>>> the normal is truncated on the left at zero, the result will be a
>>>>> truncated distribution whose mean and variance are both 1. It seems  
>>>>> to
>>>>> me Mathematica should be able to solve this, at least numerically.
>>>>>
>>>>> Many thanks for any suggestions.
>>>>>
>>>>>
>>>>
>>>> Your first mistake is to use functions (Solve and NSolve) which are  
>>>> not
>>>> intended for such purposes at all. NSolve can only solve (numerically)
>>>> polynomial equations and systems of such. Your equations are certainly
>>>> not of
>>>> this kind. Solve (in version 8) can also solve certain univariate
>>>> transcendental equations but not systems of such. So again, there is  
>>>> no
>>>> point
>>>> at all of trying either of these functions on your system.
>>>>
>>>> The only function that might work is FindRoot. However, before one  
>>>> even
>>>> starts, one has to have some reason for believing such a solution
>>>> exists.
>>>> Now, looking at the graphs below, I see no such reason. So do you have
>>>> one?
>>>>
>>>> X = TruncatedDistribution[{0, \[Infinity]},
>>>>    NormalDistribution[\[Mu], \[Sigma]]];
>>>>
>>>> m = Mean[X];
>>>>
>>>> v = Variance[X];
>>>>
>>>> Plot3D[{m, v, 1}, {\[Mu], 0.1, 2}, {\[Sigma], 0.1, 2},
>>>>  PlotStyle -> {Blue, Green, Black}]
>>>>
>>>> Andrzej Kozlowski
>>>
>>>
>>


-- 
DrMajorBob at yahoo.com



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