GaussianCdfPdfProduct
This simulation helps to visualize posterior probability distributions that are proportional to the product of a Gaussian PDF and CDF.
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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 .
Acknowledgements
Inspired by: Manipulate: Interactive Parametrized Plotting
General Information
- Version 1.0.1 (4.91 MB)
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View License on GitHub
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
Versions that use the GitHub default branch cannot be downloaded
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.1 | Summary updated |
||
| 1.0.0 |
