Integrating a truncated normpdf

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Christina
Christina el 11 de Abr. de 2017
Editada: Christina el 12 de Abr. de 2017
I have a function multiplied by a normal distribution that I can integrate in the following manner:
f2 = @(theta) f1(theta)*normpdf(theta)
ans = integral(f2,-k,k)
and everything is okay and great. However, I need normpdf(theta) to be truncated from -k to k. Truncate() only seems to work for makedist() which would get rid of the anonymous function I need for the integral. The closest solution I can find is here: https://www.mathworks.com/matlabcentral/newsreader/view_thread/100921 but the link to the tutorial is broken and I'm not sure if mle is the answer to my problem...
Thank you in advance for any advice
  4 comentarios
Torsten
Torsten el 12 de Abr. de 2017
Why don't you insert the explicit formula for the truncated normal from -k to k ?
https://en.wikipedia.org/wiki/Truncated_normal_distribution
Best wishes
Torsten.
Christina
Christina el 12 de Abr. de 2017
Editada: Christina el 12 de Abr. de 2017
Thank you Torsten for your reply (and you too Star Strider). That link really helped me understand what was going on in that question I linked to. I did find a work-around that I'll share.
pd = truncate(makedist('Normal'),-k,k);
integral(@(theta)pdf(pd,theta),-k,k)

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