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From: Pawel R. on 8 Mar 2010 01:41
Hi,

I was searching the following by uncle google and in this forum and I didn't find anything that could help me.

I have a family of independent random variables with normal distributions: X, Y, Z, etc. The truncation (in my context) is:
Xt = { 0, if X(a)>0, X(a), if X(a)<=0 }
Now, according to this definition, I need to calculate the following:
mean( (( Xt+Y )t + Z)t )
where (X+Y)t means the truncation of the random variables sum and mean is the expected value. Of course, the summing will be iterated further.

I'm a beginner in Matlab and I've no idea how to solve it.

Thanks,

Pawel
From: Bruno Luong on 8 Mar 2010 02:20
You might check this out:

http://www.mathworks.com/matlabcentral/fileexchange/23832-truncated-gaussian

Bruno
From: Pawel R. on 12 Mar 2010 10:30
Thank you for your answer. However I have distributions given by mean and sigma and I need a formula in Matlab which gives a result value. Maybe it can't be done with Matlab (or Maple, Mathematica, any program of that kind), but the ideal solution would be something like the following function:

Calc( X, Y, Z, ...)
begin
return mean( (( Xt+Y )t + Z)t );
end;

Thanks,

Pawel


"Bruno Luong" <brunoluong(a)yahoo.com> wrote in message <hn28f9$64o$1(a)fred.mathworks.com>...
> You might check this out:
>
> http://www.mathworks.com/matlabcentral/fileexchange/23832-truncated-gaussian
>
> Bruno
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