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Posted to issues@commons.apache.org by "Marko Malenic (Jira)" <ji...@apache.org> on 2020/12/02 23:53:00 UTC

[jira] [Created] (STATISTICS-27) Truncated Normal Distribution

Marko Malenic created STATISTICS-27:
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             Summary: Truncated Normal Distribution
                 Key: STATISTICS-27
                 URL: https://issues.apache.org/jira/browse/STATISTICS-27
             Project: Apache Commons Statistics
          Issue Type: New Feature
            Reporter: Marko Malenic


This involves a new class added to distribution which implements a truncated normal distribution.
This is like the normal distribution, except values are bounded to a maximum or minimum (or both), unlike the normal distribution whose domain is infinite.
https://en.wikipedia.org/wiki/Truncated_normal_distribution

Implementation would be similar to how NormalDistribution is already structured.
There's a few ways to generate numbers, some of which are faster than others. 
Inverse transform sampling could be used for simplicity.



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