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 (2026). GaussianCdfPdfProduct (https://github.com/CsurillaK/GaussianCdfPdfProduct), GitHub. Retrieved .

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

Inspired by: Manipulate: Interactive Parametrized Plotting

Misc

Versions that use the GitHub default branch cannot be downloaded

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.