pdfTruncNorm

Purpose

Computes the probability distribution function of the normal distribution over the interval from a to b.

Format

p = pdfTruncNorm(x, a, b, mu_bar, sigma_bar)
Parameters:
  • x (scalar) – NxK matrix, or N-dimensional array.
  • a (scalar) – lower limit of the integration window.
  • b (scalar) – lower limit of the integration window.
  • mu_bar (scalar) – mean parameter.
  • sigma_bar (scalar) – standard deviation parameter.
Returns:

p (NxK matrix, N-dimensional array or scalar) – the probability density over the interval from a to b.

Examples

x = 0.5;
a = -1;
b = 1;
mu = 0;
s = 1;

// Compute the PDF at x = 0.5
// over the closed region [-1, 1]
p = pdfTruncNorm(x, a, b, mu, s);

After the above code, p equals:

0.51570345

See also

Functions pdfn(), cdfTruncNorm(), cdfLogNorm()