Truncated normal distribution

In probability and statistics, the truncated normal distribution is the probability distribution of a normally distributed random variable whose value is either bounded below or above (or both).

参见 wikipedia

PDF: Gaussian*阶跃函数/归一化因子

Infer.Net 中有 Truncated Gaussian Distribution 的例子，但是用高斯来近似.
要求高斯的mean 和 variance 符合真实数据的 mean 和 variance
Matlab 代码
x = randn(1e7,1); x = x(x>0.5); [mean(x) var(x)]