R Programs for Truncated Distributions

Saralees Nadarajah, Samuel Kotz

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Truncated distributions arise naturally in many practical situations. In this note, we provide programs for computing six quantities of interest (probability density function, mean, variance, cumulative distribution function, quantile function and random numbers) for any truncated distribution: whether it is left truncated, right truncated or doubly truncated. The programs are written in R: a freely downloadable statistical software.

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