truncate

Truncate probability distribution object

Syntax

t = truncate(pd,lower,upper)

Description

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.

example

Examples

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Truncate a Probability Distribution

Open Live Script

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.

Generate Random Numbers from a Truncated Distribution

Open Live Script

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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`pd` — Probability distribution
probability distribution object

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

Distribution Object	Function or App Used to Create Probability Distribution Object
`BetaDistribution`	`makedist`, `fitdist`, Distribution Fitter
`BinomialDistribution`	`makedist`, `fitdist`, Distribution Fitter
`BirnbaumSaundersDistribution`	`makedist`, `fitdist`, Distribution Fitter
`BurrDistribution`	`makedist`, `fitdist`, Distribution Fitter
`ExponentialDistribution`	`makedist`, `fitdist`, Distribution Fitter
`ExtremeValueDistribution`	`makedist`, `fitdist`, Distribution Fitter
`GammaDistribution`	`makedist`, `fitdist`, Distribution Fitter
`GeneralizedExtremeValueDistribution`	`makedist`, `fitdist`, Distribution Fitter
`GeneralizedParetoDistribution`	`makedist`, `fitdist`, Distribution Fitter
`HalfNormalDistribution`	`makedist`, `fitdist`, Distribution Fitter
`InverseGaussianDistribution`	`makedist`, `fitdist`, Distribution Fitter
`KernelDistribution`	`fitdist`, Distribution Fitter
`LogisticDistribution`	`makedist`, `fitdist`, Distribution Fitter
`LoglogisticDistribution`	`makedist`, `fitdist`, Distribution Fitter
`LognormalDistribution`	`makedist`, `fitdist`, Distribution Fitter
`LoguniformDistribution`	`makedist`
`MultinomialDistribution`	`makedist`
`NakagamiDistribution`	`makedist`, `fitdist`, Distribution Fitter
`NegativeBinomialDistribution`	`makedist`, `fitdist`, Distribution Fitter
`NormalDistribution`	`makedist`, `fitdist`, Distribution Fitter
`PiecewiseLinearDistribution`	`makedist`
`PoissonDistribution`	`makedist`, `fitdist`, Distribution Fitter
`RayleighDistribution`	`makedist`, `fitdist`, Distribution Fitter
`RicianDistribution`	`makedist`, `fitdist`, Distribution Fitter
`StableDistribution`	`makedist`, `fitdist`, Distribution Fitter
`tLocationScaleDistribution`	`makedist`, `fitdist`, Distribution Fitter
`TriangularDistribution`	`makedist`
`UniformDistribution`	`makedist`
`WeibullDistribution`	`makedist`, `fitdist`, Distribution Fitter

`lower` — Lower truncation limit
scalar value

Lower truncation limit, specified as a scalar value.

Data Types: single | double

`upper` — Upper truncation limit
scalar value

Upper truncation limit, specified as a scalar value.

Data Types: single | double

Output Arguments

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`t` — Truncated distribution
probability distribution object

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

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

Usage notes and limitations:

The input argument pd can be a fitted probability distribution object for beta, exponential, extreme value, lognormal, normal, and Weibull distributions. Create pd by fitting a probability distribution to sample data from the fitdist function. For an example, see Code Generation for Probability Distribution Objects.
A truncated probability distribution object cannot be an input argument of an entry-point function. To evaluate a truncated distribution using object functions such as cdf, pdf, mean, and so on, call truncate and one or more of these object functions within a single entry-point function.

For more information on code generation, see Introduction to Code Generation and General Code Generation Workflow.

GPU Arrays
Accelerate code by running on a graphics processing unit (GPU) using Parallel Computing Toolbox™.

This function fully supports GPU arrays. For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).

Version History

Introduced in R2013a

truncate

Syntax

Description

Examples

Truncate a Probability Distribution

Generate Random Numbers from a Truncated Distribution

Input Arguments

`pd` — Probability distribution
probability distribution object

`lower` — Lower truncation limit
scalar value

`upper` — Upper truncation limit
scalar value

Output Arguments

`t` — Truncated distribution
probability distribution object

Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

GPU Arrays
Accelerate code by running on a graphics processing unit (GPU) using Parallel Computing Toolbox™.

Version History

See Also

Topics

truncate

Syntax

Description

Examples

Truncate a Probability Distribution

Generate Random Numbers from a Truncated Distribution

Input Arguments

pd — Probability distribution probability distribution object

lower — Lower truncation limit scalar value

upper — Upper truncation limit scalar value

Output Arguments

t — Truncated distribution probability distribution object

Extended Capabilities

C/C++ Code Generation Generate C and C++ code using MATLAB® Coder™.

GPU Arrays Accelerate code by running on a graphics processing unit (GPU) using Parallel Computing Toolbox™.

Version History

See Also

Topics

`pd` — Probability distribution
probability distribution object

`lower` — Lower truncation limit
scalar value

`upper` — Upper truncation limit
scalar value

`t` — Truncated distribution
probability distribution object

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

GPU Arrays
Accelerate code by running on a graphics processing unit (GPU) using Parallel Computing Toolbox™.