Peno77
02-20-2015, 03:07 AM
The distribution I'm working with is a Normal Distribution (mu , sigma)
Would anyone happen to know a formula for calculating E(X|X>Y) within either excel or VBA
thanks
Paul_Hossler
02-20-2015, 06:55 AM
From Help -- This is 2010 but other version have equivalent
NORM.DIST(x,mean,standard_dev,cumulative)
The NORM.DIST function syntax has the following arguments (argument: A value that provides information to an action, an event, a method, a property, a function, or a procedure.):
X Required. The value for which you want the distribution.
Mean Required. The arithmetic mean of the distribution.
Standard_dev Required. The standard deviation of the distribution.
Cumulative Required. A logical value that determines the form of the function. If cumulative is TRUE, NORM.DIST returns the cumulative distribution function; if FALSE, it returns the probability mass function
I 'think' you want the TRUE version
Depending on what you want, you might need to use it twice (once for f(x) and once for f(y)) and subtract the results
Here's a little sample for the mean=0, sigma = 1 case
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