Truncated standard normal distribution

The implementations here are somewhat naive. To check the results, run multiple times with increasing mpmath precision.

mpsci.distributions.truncnorm.cdf(x, a, b)

CDF of the truncated standard normal distribution.

mpsci.distributions.truncnorm.entropy(a, b)

Differential entropy of the truncated standard normal distribution.

mpsci.distributions.truncnorm.invcdf(p, a, b)

Inverse of the CDF of the truncated standard normal distribution.

This function is also known as the quantile function or the percent point function.

mpsci.distributions.truncnorm.invsf(p, a, b)

Inverse of the survival function of the standard normal distribution.

mpsci.distributions.truncnorm.kurtosis(a, b)

Excess kurtosis of the truncated standard normal distribution.

mpsci.distributions.truncnorm.logpdf(x, a, b)

Natural logarithm of the PDF of the truncated standard normal distribution.

mpsci.distributions.truncnorm.mean(a, b)

Mean of the truncated standard normal distribution.

mpsci.distributions.truncnorm.median(a, b)

Median of the truncated standard normal distribution.

mpsci.distributions.truncnorm.pdf(x, a, b)

PDF of the truncated standard normal distribution.

mpsci.distributions.truncnorm.sf(x, a, b)

Survival function of the truncated standard normal distribution.

mpsci.distributions.truncnorm.skewness(a, b)

Skewness of the truncated standard normal distribution.

mpsci.distributions.truncnorm.var(a, b)

Variance of the truncated standard normal distribution.