The truncation tag has no wiki summary.
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Pre-truncation moments for truncated multivariate normal
Suppose the random variable $Y$ has a multivariate normal (MVN) distribution, and consider truncating $Y$ in some way to create $T$. Given $T$'s mean and covariance matrix, I'd like to obtain $Y$'s ...
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1answer
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Truncated Normal — Reproduce a randomly generated data set
help.
Problem:
Given a bounded Gaussian Distribution -- looking reproduce similar results i.e. same mean and standard deviation randomly.
Definition:
Data set exhibits properties of a Gaussian ...
4
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2answers
59 views
Simulate constrained normal on lower or upper bound in R
I'd like to generate random data from a constrained normal distribution using R.
For example I might want to simulate a variable from a normal distribution with ...
2
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0answers
56 views
Finite mixture models with bounded data
I am trying to fit a finite mixture model to a dependent variable which is bounded (practically) between -0.594 and 1 (theoretically, the latent variable is bounded between -Inf - 1). The data are ...
0
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1answer
146 views
WinBUGS truncated normal distribution
I am estimating a stochastic frontier with a mixed model.
So far the half normal distribution worked good but I need a truncated normal distribution. It does not work, and I receive the error ...
10
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1answer
468 views
Maximum likelihood estimators for a truncated distribution
Consider $N$ independent samples $S$ obtained from a random variable $X$ that is assumed to follow a truncated distribution (e.g. a truncated normal distribution) of known (finite) minimum and maximum ...
5
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1answer
215 views
What is the Fisher Information for the truncated poisson distribution?
The zero-truncated poisson distribution has probability mass function:
$P(X=k) = \frac{e^{-\lambda}\lambda^k}{(1-e^{-\lambda})k!}$, $k=1,2,...$
And the expectation of the truncated Poisson ...
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0answers
75 views
Removing noise and distortion from data
I have hundreds of data with peaks which look like this:
My question
On the left and right there is noise which you can see doesn't look anything like the usual peaks. My question is, how I would ...
14
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2answers
328 views
Are truncated numbers from a random number generator still 'random'?
Here 'truncating' implies reducing precision of the random numbers and not truncating the series of random numbers. For example, if I have $n$ truly random numbers (drawn from any distribution, e.g., ...
2
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0answers
53 views
Where can I get reference formulas for truncated distributions?
I have been comparing tails of various distributions for an application where we will need the conditional expectation of the tail or a truncated tail:
$E(X | a<X \leq b )= \frac{\int_a^b x f(x) ...
5
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2answers
176 views
Combining the results of two surveys
Someone has surveyed a number of people and put the results in a database (Survey 1). Each observation has additional information that, for any subpopulation (men only, young only, etc.), gives a ...
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2answers
592 views
What does truncated distribution mean?
In a research article about sensitivity analysis of an ordinary differential equation model of a dynamic system, the author provided the distribution of a model parameter as Normal distribution ...
4
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2answers
246 views
Is sampling from a folded normal distribution equivalent to sampling from a normal distribution truncated at 0?
I wish to simulate from a normal density (say mean=1, sd=1) but only want positive values.
One way is to simulate from a normal and take the absolute value. I think of this as a folded normal.
I ...
9
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3answers
1k views
R/Stata package for zero-truncated negative binomial GEE?
this is my first post. I'm truly grateful for this community.
I am trying to analyze longitudinal count data that is zero-truncated (probability that response variable = 0 is 0), and the mean != ...
5
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2answers
673 views
Censoring/Truncation in JAGS
I have a question on how to fit a censoring problem in JAGS.
I observe a bivariate mixture normal where the X values have measurement error. I would like to model the true underlying 'means' of the ...
3
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2answers
6k views
How to calculate the truncated or trimmed mean?
How can I calculate the truncated or trimmed mean? Let's say truncated by 10%?
I can imagine how to do it if you have 10 entries or so, but how can I do it for a lot of entries?
