Convert a folded distribution to normal distribution
Need a little help.
If variable y=|x| is described by Y(m,σ) which is a folded distribution
what is the m and σ of the X distribution which describes x?
I know that X is a normal distribution but the problem is
how are m and σ of these two distribution connected.
Re: Convert a folded distribution to normal distribution
To answer your question though, you may want to consider this wiki page:
Folded normal distribution - Wikipedia, the free encyclopedia