TruncatedDistribution

TruncatedDistribution[{xmin,xmax},dist]
represents the distribution obtained by truncating the values of dist to lie between and .

TruncatedDistribution[{{xmin,xmax},{ymin,ymax},},dist]
represents the distribution obtained by truncating the values of the multivariate distribution dist to lie between and , and , etc.

DetailsDetails

  • The probability density for TruncatedDistribution[{xmin,xmax},dist] is given by for , where is the PDF and is the CDF of dist, and is zero otherwise.
  • Common cases for include:
  • {-,xmax}truncated from above
    {xmin,}truncated from below
    {xmin,xmax}doubly truncated
    {-,},Noneno truncation
  • TruncatedDistribution can be used with such functions as Mean, CDF, and RandomVariate.
Introduced in 2010
(8.0)