Normal Distribution - how to calculate E(X|X>Y)

[Peno77]

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]

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