Re: Solve for parameters of a truncated normal distribution
- To: mathgroup at smc.vnet.net
- Subject: [mg122914] Re: Solve for parameters of a truncated normal distribution
- From: Ray Koopman <koopman at sfu.ca>
- Date: Wed, 16 Nov 2011 04:44:36 -0500 (EST)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
- References: <j9tga2$n91$1@smc.vnet.net>
On Nov 15, 2:52 am, paul <paulvonhip... at yahoo.com> 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.
See "Left truncated normal distribution",
https://groups.google.com/group/sci.stat.math/msg/374148b83b1b73f5