Truncation

Truncating Random Variables

Truncate

Truncate reduces the support of a random variable, and the renormalizes it to make it a valid PDF. The result is a distribution with the same shape as the parent distribution between the two given end points.

Syntax

Truncate(X,[lower,upper])

Examples:

In [10]: X=BetaRV(2,2)

In [11]: Y=Truncate(X,[Rational(1,4),Rational(3,4)])

In [12]: Y.display()
continuous pdf
for 1/4 <= x <= 3/4
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96⋅x⋅(-x + 1)
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      11     
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