I was wondering if it is possible to use NMinimize with an objective function, which contains random variables? E.g. I have a function with parameters which follow a distribution (normal and truncated normal). I want to fit its histogram to data that I have and constructed an objective function which now I need to minimize (so, the objective function depends on the mus and sigmas of the parameters and need to be determined). If I run my code, there is an error message: It claims the parameter for the NormalDistribution needs to be positive (If I plug in numbers for the mus and sigmas of my objective functionby hand, i don't get an error message).
So, I am wondering if it is not possible for NMinimize to handle a non-analytic function.