# 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 ...
46 views

### 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 ...
169 views

### 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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### 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 ...
79 views

### 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. (...
461 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 ...
169 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 , ...
300 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 > ...