Timeline for Variance of truncated normal distribution
Current License: CC BY-SA 3.0
7 events
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Apr 13, 2017 at 12:19 | history | edited | CommunityBot |
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Apr 11, 2015 at 13:10 | history | edited | Alecos Papadopoulos | CC BY-SA 3.0 |
typo
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Mar 22, 2015 at 21:40 | comment | added | user47855 | Thank you again, I didn't understand the parameter of differentiation, now I agree. | |
Mar 22, 2015 at 15:55 | comment | added | Alecos Papadopoulos | @user47855 Yes, because $\phi()'$ is the derivative with respect to the argument shown, i.e with respect to $\beta$ and $\alpha$. But we are considering the derivatives with respect to $\mu$. So we need to take into account also $\partial \beta /\partial \mu = \partial \alpha /\partial \mu =-1/\sigma$. Start with the first derivative of $\ln H$ and you will arrive there. | |
Mar 22, 2015 at 11:56 | comment | added | user47855 | Alecos, thank you for such a detailed answer! Are you sure $ D $ has this form and not $ [ \phi'(\alpha) - \phi'(\beta) ] \ldots $? | |
Mar 21, 2015 at 18:52 | review | First posts | |||
Mar 21, 2015 at 19:10 | |||||
Mar 21, 2015 at 18:51 | history | answered | Alecos Papadopoulos | CC BY-SA 3.0 |