P.A.
P.A. Bromiley. Products and Convolutions of Gaussian Distributions, 2003
http://mathworld.wolfram.com/NormalDifferenceDistribution.html
Returns the derivative value of Gaussian with respect to mean, evaluated at the value of x.
Returns the derivative value of Gaussian with respect to variance, evaluated at the value of x.
Mean
Gaussian distribution of Z = XY, where X and Y are independent normal random variables http://www.discuss.wmie.uz.zgora.pl/php/discuss3.php?ip=&url=pdf&nIdA=24307&nIdSesji=-1
Converts Gaussian to Canonical Gaussian.
Returns upper/lower tail gaussian truncation.
Returns upper/lower tail gaussian truncation. http://en.wikipedia.org/wiki/Truncated_normal_distribution
The value, at which gaussian is truncated
If true then upper tail truncation is returned, otherwise the lower tail is returned
Variance
Univariate Gaussian Distribution.
Mean
Variance