mean of the positive part of a normal distirbution

Is there an analytical solution for the average of the positive part of a normal distribution. Say if I draw $M$ samples from a $N(\mu,\sigma)$ and take the average: $\frac{sum(max(x,0))}{M}$, is there a close form solution for this?


Was trying $\int_0^\infty{f(x) x}dx$ and got $\frac{\sigma}{\sqrt{2\pi}}$ but I don't think this is the value I'm looking for.






via Recent Questions - Mathematics - Stack Exchange http://math.stackexchange.com/questions/294434/mean-of-the-positive-part-of-a-normal-distirbution

0 comments: