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R Programs for Truncated Distributions

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  • Nadarajah, Saralees
  • Kotz, Samuel

Abstract

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.

Suggested Citation

  • Nadarajah, Saralees & Kotz, Samuel, 2006. "R Programs for Truncated Distributions," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 16(c02).
    • Handle: RePEc:jss:jstsof:v:016:c02
    DOI: http://hdl.handle.net/10.18637/jss.v016.c02
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    Cited by:

    1. Marco Bee, 2022. "The truncated g-and-h distribution: estimation and application to loss modeling," Computational Statistics, Springer, vol. 37(4), pages 1771-1794, September.
    2. Fabio Clementi & Mauro Gallegati & Giorgio Kaniadakis, 2012. "A new model of income distribution: the κ-generalized distribution," Journal of Economics, Springer, vol. 105(1), pages 63-91, January.
    3. Robinson, James P.W. & White, Easton R. & Wiwchar, Logan D. & Claar, Danielle C. & Suraci, Justin P. & Baum, Julia K., 2014. "The limitations of diversity metrics in directing global marine conservation," Marine Policy, Elsevier, vol. 48(C), pages 123-125.
    4. Zhang, Xiaoke & Gastwirth, Joseph L., 2019. "Large sample properties of a new measure of income inequality," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 50-56.
    5. Rudy Ligtvoet, 2012. "An Isotonic Partial Credit Model for Ordering Subjects on the Basis of Their Sum Scores," Psychometrika, Springer;The Psychometric Society, vol. 77(3), pages 479-494, July.
    6. Faicel Hnaien & Taha Arbaoui, 2023. "Minimizing the makespan for the two-machine flow shop scheduling problem with random breakdown," Annals of Operations Research, Springer, vol. 328(2), pages 1437-1460, September.
    7. Elizabeth Tipton, 2013. "Improving Generalizations From Experiments Using Propensity Score Subclassification," Journal of Educational and Behavioral Statistics, , vol. 38(3), pages 239-266, June.

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