Timeline for Mathematica can't seem to handle Truncated BinormalDistribution when there is non-zero correlation coefficient
Current License: CC BY-SA 4.0
11 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 5, 2021 at 15:06 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jun 7, 2021 at 14:07 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| May 8, 2021 at 13:53 | answer | added | mef | timeline score: 1 | |
| May 4, 2021 at 20:29 | answer | added | user64494 | timeline score: 1 | |
| May 4, 2021 at 20:18 | comment | added | JimB |
Mathematica doesn't use the same parameter structure so your examples don't match up on the bivariate normal or the truncation limits. To match the R code you'd need the following: d = BinormalDistribution[{0, 0}, {0.5^0.5, 1}, 0.7071067811865475]` or d = MultinormalDistribution[{0, 0}, {{0.5, 0.5}, {0.5, 1}}] and dTruncated = TruncatedDistribution[{{-0.5, 0}, {-\[Infinity], 2}}, d].
|
|
| May 4, 2021 at 20:10 | comment | added | dvd8000 | @JimB, yes this works! | |
| May 4, 2021 at 19:59 | comment | added | JimB |
Not broken. There is no nice and compact answer although Mathematica keeps trying. The tmvtnorm library does it numerically which is a big difference. Try NExpectation[{x, y}, {x, y} \[Distributed] dTruncated].
|
|
| May 4, 2021 at 19:53 | comment | added | dvd8000 | @mikado, I'm glad to hear its not just me . . . except that this then means Mathematica is broken(?) | |
| May 4, 2021 at 19:08 | comment | added | mikado | I'm seeing the same issue in V12.2 | |
| May 4, 2021 at 17:36 | review | First posts | |||
| May 4, 2021 at 20:51 | |||||
| May 4, 2021 at 17:32 | history | asked | dvd8000 | CC BY-SA 4.0 |