How can write the following ? where p is probability ?

2 次查看(过去 30 天)

回答(1 个)

Star Strider
Star Strider 2017-1-27
The ‘Z’ variable implies that the probability is normally distributed, so to calculate the probability, either use the normcdf function, or if you don’t have it, this anonymous function that does the same calculation:
P = @(z) erfc(-z/sqrt(2))/2; % Equivalent to ‘normcdf’
I am making some assumptions here. I need to know more about what you are doing to be certain the function is normally distributed.
  3 个评论
Walter Roberson
Walter Roberson 2017-1-28
The probability might be 0 if you truncated to (say) +/- 0.1
When you do the truncation, where does the extra unused probability go? Is the probability that would normally correspond to values more extreme than the limit all to be assigned to the exact value of the limit, leading to a non-differentiable spike at the limit?
The sum is over only 1 and 2,and at both of those the right hand side of the comparison is negative, because the 2 to the 2*i will always be greater than 1 over that range, and the multiplier constant is negative. It is not obvious why you would then be wanting to ask about the probability associated with a positive value
Star Strider
Star Strider 2017-1-28
编辑:Star Strider 2017-1-28
You can easily write you own code to calculate the truncated normal distribution, or you can use the function in TRUNCATED_NORMAL - The Truncated Normal Distribution.
EDIT A thorough discussion of it is at The Truncated Normal Distribution.

请先登录,再进行评论。

标签

尚未输入任何标签。

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by