Input Distribution Truncation

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A truncated distribution is a conditional distribution derived by restricting the domain of the original distribution. Consider a distribution, f(x), and we wish to know what is the distribution of x if x is to be restricted to the domain a < x ≤ b. The truncated distribution is then defined as:

The following histogram illustrates a truncated normal distribution (mean = 0, stdev = 1) with minimum = -2 and maximum = 2.

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