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The Truncated Normal Distribution

The Truncated Normal DistributionJohn BurkardtDepartment of Scientific ComputingFlorida State jburkardt/ October 2014 AbstractThe Normal Distribution is a common model of randomness. Unlike the uniform Distribution , itproposes a most probable value which is also the mean, while other values occur with a probabilitythat decreases in a regular way with distance from the mean. This behavior is mathematically verysatisfying, and has an easily observed correspondence with many physical processes. One drawback ofthe Normal Distribution , however, is that it supplies a positive probability density to every value in therange ( ,+ ), although the actual probability of an extreme event will be very low.

di erence (x )k over the range of the PDF: k(ˆ()) = Z b a (x )kˆ(x)dx 6. In particular, 2(ˆ()) = var(ˆ()). Because the standard normal distribution has zero mean, the central moments are the same as the moments, and so k(˚(0;1;)) =

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  Distribution, Normal, Erences, Truncated normal distribution, Truncated

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