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.
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