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Add Truncated Normal Distribution

Open BenHewins opened this issue 10 years ago • 0 comments

This is still a work in progress, I'd welcome comments, corrections, guidance, etc.

This pull request implements a truncated normal distribution as described on Wikipedia and the references in that article.

Still to do:

  • Some of the methods and properties lack tests/do not quite pass existing tests
  • The sampling implementation used at the moment is very naive and better ones exist elsewhere
  • Skewness is not implemented yet (I'm not sure what the correct formula is yet)
  • Cannot handle standard deviations of exactly 0, I think this will require special cases for most of the descriptive statistics if it is allowed at all.
  • Cumulative distribution function has issues with floating point errors in current implementation.

BenHewins avatar Oct 06 '15 13:10 BenHewins