GaussianCdfPdfProdu​ct

Version 1.0.1 (4.91 MB) by Csurilla Károly
This simulation helps to visualize posterior probability distributions that are proportional to the product of a Gaussian PDF and CDF.
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Updated 31 Jul 2024
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GaussianCdfPdfProduct

This simulation helps to visualize posterior probability distributions that are proportional to the product of a Gaussian PDF and CDF:

<math-renderer class="js-display-math" style="display: block" data-static-url="https://github.githubassets.com/static" data-run-id="dbc0421c8b9986410ee587bd77ac0310">$$p\left( x \right) \propto \sigma_1^{-1} \ \varphi\left( \frac{x - \mu_1}{\sigma_1} \right) \ \Phi \left( \frac{x - \mu_2}{\sigma_2} \right)$$</math-renderer>

We approximate the mean and variance by performing Newton's method once from both means, picking whichever evaluates to larger posterior density.

Cite As

Csurilla Károly (2024). GaussianCdfPdfProduct (https://github.com/CsurillaK/GaussianCdfPdfProduct), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2023a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired by: Manipulate: Interactive Parametrized Plotting

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Misc

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Version Published Release Notes
1.0.1

Summary updated
1.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.