Timeline for Generate a truncated lognormal distribution given mean, variance, lower bound and upper bound?
Current License: CC BY-SA 4.0
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| Sep 2 at 12:02 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| May 4 at 5:02 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jan 5 at 1:02 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Sep 1, 2023 at 10:02 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Aug 21, 2022 at 9:00 | history | tweeted | twitter.com/StackStats/status/1561276929247936512 | ||
| Aug 19, 2022 at 22:54 | answer | added | Hongbo W | timeline score: 0 | |
| Aug 8, 2022 at 1:50 | comment | added | user225256 | I played around with this, but it seems that different means and variances can lead to similar truncated distributions, so that the problem is not numerically stable. If you know not just the bounds of the truncation, but also how often variables are left-truncated and how often they are right-truncated (which seems likely to be known in most applications) then the problem would be much easier. | |
| Jul 16, 2022 at 22:53 | comment | added | Hongbo W | Thanks for the hint. Could you please specify some possible optimization methods if you don't mind? I think the most naive approach is to create a grid for $\mu$ and $\sigma$ and find the best pair that match the mean and variance. Do you have a better idea regarding this? | |
| Jul 16, 2022 at 15:53 | comment | added | Xi'an | This is an interesting problem and I looked at the possibility to reverting to the truncated Normal for which the moments are easily defined but to no avail... I suggest you consider a more advanced optimisation method to deduce the value of $(\mu,\sigma)$ from the first two moments. | |
| S Jul 15, 2022 at 23:52 | review | First questions | |||
| Jul 16, 2022 at 1:00 | |||||
| S Jul 15, 2022 at 23:52 | history | asked | Hongbo W | CC BY-SA 4.0 |