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truncate

Truncate probability distribution object

Description

example

t = truncate(pd,lower,upper) returns a probability distribution t, which is the probability distribution pd truncated to the specified interval with lower limit, lower, and upper limit, upper.

Examples

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Create a standard normal probability distribution object.

pd = makedist('Normal')
pd = 
  NormalDistribution

  Normal distribution
       mu = 0
    sigma = 1

Truncate the distribution to have a lower limit of -2 and an upper limit of 2.

t = truncate(pd,-2,2)
t = 
  NormalDistribution

  Normal distribution
       mu = 0
    sigma = 1
  Truncated to the interval [-2, 2]

Plot the pdf of the original and truncated distributions for a visual comparison.

x = linspace(-3,3,1000);
figure
plot(x,pdf(pd,x))
hold on
plot(x,pdf(t,x),'LineStyle','--')
legend('Normal','Truncated')
hold off

Figure contains an axes object. The axes object contains 2 objects of type line. These objects represent Normal, Truncated.

Create a standard normal probability distribution object.

pd = makedist('Normal')
pd = 
  NormalDistribution

  Normal distribution
       mu = 0
    sigma = 1

Truncate the distribution by restricting it to positive values. Set the lower limit to 0 and the upper limit to infinity.

t = truncate(pd,0,inf)
t = 
  NormalDistribution

  Normal distribution
       mu = 0
    sigma = 1
  Truncated to the interval [0, Inf]

Generate random numbers from the truncated distribution and visualize with a histogram.

r = random(t,10000,1);
histogram(r,100)

Figure contains an axes object. The axes object contains an object of type histogram.

Input Arguments

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Probability distribution, specified as one of the probability distribution objects in this table.

Distribution ObjectFunction or App to Create Probability Distribution Object
BetaDistributionmakedist, fitdist, Distribution Fitter
BinomialDistributionmakedist, fitdist, Distribution Fitter
BirnbaumSaundersDistributionmakedist, fitdist, Distribution Fitter
BurrDistributionmakedist, fitdist, Distribution Fitter
ExponentialDistributionmakedist, fitdist, Distribution Fitter
ExtremeValueDistributionmakedist, fitdist, Distribution Fitter
GammaDistributionmakedist, fitdist, Distribution Fitter
GeneralizedExtremeValueDistributionmakedist, fitdist, Distribution Fitter
GeneralizedParetoDistributionmakedist, fitdist, Distribution Fitter
HalfNormalDistributionmakedist, fitdist, Distribution Fitter
InverseGaussianDistributionmakedist, fitdist, Distribution Fitter
KernelDistributionfitdist, Distribution Fitter
LogisticDistributionmakedist, fitdist, Distribution Fitter
LoglogisticDistributionmakedist, fitdist, Distribution Fitter
LognormalDistributionmakedist, fitdist, Distribution Fitter
LoguniformDistributionmakedist
MultinomialDistributionmakedist
NakagamiDistributionmakedist, fitdist, Distribution Fitter
NegativeBinomialDistributionmakedist, fitdist, Distribution Fitter
NormalDistributionmakedist, fitdist, Distribution Fitter
PiecewiseLinearDistributionmakedist
PoissonDistributionmakedist, fitdist, Distribution Fitter
RayleighDistributionmakedist, fitdist, Distribution Fitter
RicianDistributionmakedist, fitdist, Distribution Fitter
StableDistributionmakedist, fitdist, Distribution Fitter
tLocationScaleDistributionmakedist, fitdist, Distribution Fitter
TriangularDistributionmakedist
UniformDistributionmakedist
WeibullDistributionmakedist, fitdist, Distribution Fitter

Lower truncation limit, specified as a scalar value.

Data Types: single | double

Upper truncation limit, specified as a scalar value.

Data Types: single | double

Output Arguments

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Truncated distribution, returned as a probability distribution object. The probability distribution function (pdf) of t is 0 outside the truncation interval. Inside the truncation interval, the pdf of t is equal to the pdf of pd, but divided by the probability assigned to that interval by pd.

The object properties of t are the same as those of pd with these exceptions:

  • The Truncation property of t stores the truncation interval.

  • The IsTruncated property of t is 1.

  • The InputData property of t is empty. For a fitted distribution object, the InputData property stores the data used for distribution fitting. The truncated distribution object does not store the input data.

Extended Capabilities

Introduced in R2013a