double randvar_normal_density_trunc

(double x, double mean,
  double u, double a)

Calculates the one dimensional Gauss density function phi( mean, u ) at point x.

Documentation

Calculates the one dimensional Gauss density function phi( mean, u ) at point x. In this case: phi = 0 for x on the interval ($-\infty$, a).

Parameters:

x - : point value
mean - : mean value for the normal distribution
u - : variance for the normal distribution ($sigma^2$)
a - : left limit for the density function

Returns:

function value

Alphabetic index