Truncated distributions

Sometimes it is required to limit a distribution within a specific domain or range and the result from restricting a distribution is called truncated distribution. These are useful when we can only record the events in a specified range or when a threshold is given:

This is the truncated distribution when it is restricted between two constants. In Julia, it is implemented as follows:

1. The nontruncated case: −∞ = a, b = +∞.

2. The lower truncated case: −∞ < a, b = +∞.

3. The upper truncated case: −∞ = a, b < +∞.

4. The doubly truncated case: −∞ < a, b < +∞

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However, a few statistical functions that are available to Univariate Distributions are available to general Truncated distributions too. The reason for non-availability of those functions is that it gets complex to compute because of the truncation.

Truncated normal distributions

This is a special type of distribution in which the truncated distribution forms a normal distribution.

It can be made using the dedicated...