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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク truncated normal distribution ： ウィキペディア英語版 truncated normal distribution In probability and statistics, the truncated normal distribution is the probability distribution of a normally distributed random variable whose value is either bounded below or above (or both). The truncated normal distribution has wide applications in statistics and econometrics. For example, it is used to model the probabilities of the binary outcomes in the probit model and to model censored data in the Tobit model. ==Definition== Suppose $X\; \backslash sim\; N(\backslash mu,\; \backslash sigma^)\; \backslash !$ has a normal distribution and lies within the interval . Then $X$ conditional on has a truncated normal distribution. Its probability density function, ƒ, for $a\; \backslash leq\; x\; \backslash leq\; b$, is given by :$$ f(x;\mu,\sigma,a,b) = \frac\phi(\frac)}) - \Phi(\frac) } and by ƒ=0 otherwise. Here, $\backslash scriptstyle\}\backslash exp\backslash xi^2\})\}\; \backslash$ is the probability density function of the standard normal distribution and $\backslash scriptstyle\; \backslash$ is its cumulative distribution function. There is an understanding that if $\backslash scriptstyle\; \backslash$, then $\backslash scriptstyle)\; =1\}$, and similarly, if $\backslash scriptstyle\; \backslash$, then $\backslash scriptstyle)\; =0\}$. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「truncated normal distribution」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.