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:
The nontruncated case: −∞ = a, b = +∞.
The lower truncated case: −∞ < a, b = +∞.
The upper truncated case: −∞ = a, b < +∞.
The doubly truncated case: −∞ < a, b < +∞
.
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...
