Questions tagged [truncated-distributions]
A truncated distribution is one that is cut off at some value, either at the low or high end of the distribution, or both.
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Precision issues using truncnorm in R [closed]
I'm facing some precision issues with truncnorm, particularly the ptruncnorm() function in R. Here's an example where I find the cdf up to $q= 2$, where the truncation point is $1.9$, for several ...
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Comparing empirical and theoretical estimates of the number of right-censored values
Suppose I have right-censored data, so that observations are still present but are top-coded. In my case this is income data for, let’s say, individual people, and associated & probability weights....
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Estimating false accept rates from imposter scores below a threshold
I have a system that compares two items and produces a match score. Scores below a threshold are manually inspected to determine if they match or don't(imposter). Scores above the threshold are ...
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2answers
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two sample analysis with outliers
I've got some data from two groups which have different sample size.
(univariate variable like 'price', and want to test whether they have significant difference )
The sample size of 'A' is 10,000 ...
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How to get a random function with a truncated normal distribution? [duplicate]
My goal is to have a function that given an input value will output a random value that follow a truncated normal distribution, could you please suggest a function that can do that ? Or guide me a ...
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1answer
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Dealing with measurements falling outside of the theoretical range/boundaries of the data
Imagine I am measuring a bounded variable (with a maximum possible value above which the data doesn't make sense) and I end up with the following dataset with my measurements and measurement errors as ...
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JAGS: impose bounds on a multinomial distribution?
In JAGS, I am working with data that have missing observations of a count. I know two things about each missing observation: (1) All missing counts were observed by the CDC but numbered from 0 to 9. (...
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433 views
Calculating the expected value of truncated normal
Using the mills ratio result, let $X \sim N(\mu, \sigma^2)$, then
$E(X| X<\alpha) = \mu - \sigma\frac{\phi(\frac{a- \mu}{\sigma})}{\Phi(\frac{a-\mu}{\sigma})}$
However, when calculating it in R. ...
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How to properly truncate exponential distribution to represent random memory-less arrivals?
Typically, Poisson and exponential distributions are used to represent random memory-less arrival processes. It has come to my attention, however, that a more realistic distribution is a truncated (or ...
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Distribution of (bounded) quiz scores
Our office does the daily quiz. Mostly we get around 8/10. We can not go outside the range 0-10, and at both those limits there is a non-zero probability. What parametric distribution might be ...
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1answer
150 views
Truncated Gamma Distribution
The Gamma distribution is the conjugate prior of Poisson distribution. What about the Truncated Gamma distribution? Is it still the conjugate prior of Poisson distribution?
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Mean of truncated distribution
Is the mean of a left truncated distribution always greater than equal to the original mean? Or is that only for certain distributions?
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Mean of a truncated non-standard beta distribution
I have a non-standard beta distribution in the interval [-0.02 , 0.005] (as opposed to [0,1]).
I know its mean and variance (and thus α and β).
I want to calculate the mean of its truncation to [0 , ...
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Correcting biased probability from sample of only cases with at least one occurence
I have purchasing data over time for individuals, and am trying to figure out the annual probability of people in a given age cohort making a purchase. (Max purchases/year is 1). The problem is that ...
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1answer
267 views
Mean of truncated gamma distribution using threshold
Given a gamma distribution with PDF:
$f(x;\alpha;\beta) = \frac{x^{\alpha-1} e^{-\frac{x}{\beta}}}{\Gamma(\alpha) \beta^\alpha}$
with a shape parameter $\alpha > 0$, a scale parameter $\beta > ...
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1answer
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How to parameterise a known distribution with mean, standard deviation and fixed upper and lower bounds?
I am looking for something resembling the normal distribution but which is capped at 0 and some size N. The average can be at any point between 0 and N, and there exists a specified standard deviation....
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1answer
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Linear regression: how to treat an explanatory variable that is discrete but does not have a natural zero
Background/study system:
One of my MS students is studying the biomechanics of strand breakage in Spanish moss (an epiphyte--or plant that lives on other plants). Spanish moss has strands that can ...
