Bounding a truncated normal with a gamma

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This discussion focuses on bounding a truncated normal distribution, specifically N(mu, sigma), with a gamma distribution defined by parameters A (shape) and B (scale). The goal is to find values for A and B such that a constant C multiplied by Gamma(A, B) remains above the truncated normal distribution. The method involves solving two equations using numeric analysis: f(x, A, B) = 0 and ∂f/∂x(x, A, B) = 0, while ensuring the second derivative condition ∂²f/∂x²(x, A, B) > 0 is met to confirm valid solutions.

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So say I have a truncated normal. That is, N(mu,sigma) that is from 0 to infinity only.

I need to find a Gamma such that a constant C*Gamma(A,B) is always above N(mu, sigma). How would I go about finding such a A, B that would work given fixed mu and sigma?
 
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Choose a value of ##A##, the gamma's shape parameter. It will have to be a value that makes the gamma's pdf diverge to infinity at ##x=0##, because otherwise the pdf will be zero there, and so will be below the normal pdf.
Let ##f## be the pdf of the gamma minus the pdf of the truncated normal. It will be a function of ##x, A, B##, of which only two (##x, B##) are unknown.
Use numeric analysis to solve the following two equations for ##x## and ##B##.

1. ##f(x,A,B)=0##
2. ##\frac{\partial f}{\partial x}(x,A,B)=0##.

Remove any solutions where ##\frac{\partial^2 f}{\partial x^2}(x,A,B)\leq 0##.

What remains will be parameters of curves that have the property you seek. The gamma pdf curve will touch that of the normal, but not go below it. There may be more than one such curve.

You can repeat this for different admissible values of ##A## to get additional sets of solutions.
 
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