Re: PDF convolution not working out accurately



darthshak <vishakadatta@xxxxxxxxx> wrote:
Thanks a lot Tristam!

I think Matt had already covered most of what I said.

I overlooked the fact that the normpdf argument takes std. dev as an
argument, and not variance.

That said, thanks a lot for clearing up the stuff on the convolution. So
essentially, if I am interested only in the convolution between min(x) and
max(x), there is no harm in clipping right?

As long as you are careful to not throw away any probability mass that
should be fine. Be careful to keep track of what your new limits become.



--
Dr Tristram J. Scott
Energy Consultant
.



Relevant Pages

  • Re: PDF convolution not working out accurately
    ... dev as an argument, and not variance. ... thanks a lot for clearing up the stuff on the convolution. ... So essentially, if I am interested only in the convolution between minand max, there is no harm in clipping right? ...
    (comp.soft-sys.matlab)
  • Re: Simple pulse stretcher
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  • Re: Simple pulse stretcher
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  • Re: Simple pulse stretcher
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    (sci.electronics.design)
  • Re: Simple pulse stretcher
    ... From the derivative theorem, the variance is proportional to the second derivative of the transform, evaluated at zero frequency. ... Even-order derivatives of an odd function vanish at the origin, as do odd-order derivatives of an even function. ... It is always possible to satisfy this condition by an appropriate choice of the time origin, so if you'll allow me to slide over that rather trivial issue, variances add under convolution. ...
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