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Math Help - Convert a folded distribution to normal distribution

  1. #1
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    Talking Convert a folded distribution to normal distribution

    Hello

    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.

    Thanx
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  2. #2
    MHF Contributor
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    Re: Convert a folded distribution to normal distribution

    Hey csidiras.

    To answer your question though, you may want to consider this wiki page:

    Folded normal distribution - Wikipedia, the free encyclopedia
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