Group Abstract Group Abstract

Message Boards Message Boards

I am struggling to get convolution boundaries

Greetings, Friends.

I have a function f[t] which is a density function. It has a [0,2] interval and integrates to unity. I convolve f[t] with itself to get g[t]. It has a [0,4] interval and integrates to unity. All is well with that and I understand.

BUT, the boundary of g[t] shouild be on the interval [0,4/Sqrt[3]]. This is based upon both simulation and other analyses.

At present, the area of the g[t] function on the [4/Sqrt[3], 4] interval accounts for 1.4087% of the area under the curve. Not a "trivial" or "throwaway" amount.

Does anyone know of a way to "re-scale" or modify my convolved result g[t] so that all of the resultant area under the curve is on the [0,4/Sqrt[3]] interval?

My work is attached.

POSTED BY: Patrick McMullen
3 Replies

Maybe you are you looking to redefine g[t], and have it be the sum of two random variables divided by a constant such that its maximum possible value is 4/Sqrt[3]:

This modifies the original problem however, and I'm not sure if this is what you are looking for.

POSTED BY: David Trimas

Maybe you are looking for TruncatedDistribution?

POSTED BY: David Trimas

Thank you, David. I appreciate your response. I was unaware of the TruncatedDistribution function. Unfortunately, if I do that, I literally do "truncate" the right hand tail of the result.

I am hoping to find a smooth distribution curve that is positive on the (0, 4/Sqrt[3])) inteval. I am not sure if this is possible.

POSTED BY: Patrick McMullen
Reply to this discussion
Community posts can be styled and formatted using the Markdown syntax.
Reply Preview
Attachments
Remove
or Discard