Hello,
I am looking for functions relating mean and variance
of a truncated normal distribution (mu, sigma^2, a, b) to the
mean and variance of the normal distribution (mu*, sigma*^2).
I have been successful in so far, that I found the functions with which
I am able to calculate mu and sigma from given mu*, sigma*, a and b.
However, I have not been able to find the inverse functions for
calculating
mu* and sigma* from given mu, sigma, a and b.
I do not know if it is easily possible to invert the two functions
I have or not.
But if so, I'm sure they can be found in some book which I just haven't
found yet.
Can any body help with a reference?
Thank you very much in advance
S. Altfelder
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