Rethinking the truncated normal distribution
by Jinho Cha; Byung Rae Cho; Julia L. Sharp
International Journal of Experimental Design and Process Optimisation (IJEDPO), Vol. 3, No. 4, 2013

Abstract: A truncated distribution is a conditional distribution which is restricted by the domain of a random variable in special situations. Truncated distributions were introduced more than one hundred years ago, but only a few papers have examined the standardisation of a truncated distribution, especially the standardisation of a truncated normal distribution. However, the traditional truncated standard normal distribution, derived from the truncation of a standard normal distribution, has varying mean and variance, depending on the location of truncation points. As a result, its statistical analysis may not be done on a consistent basis. The contribution of this paper is three-fold. First, we develop a standard truncated normal distribution by standardising a truncated normal distribution. The truncated mean and variance of this distribution are zero and one, respectively, regardless of the location of the truncation points, thereby being more consistent with the well-known standard normal distribution. Second, we develop the cumulative probability table of the standard doubly truncated normal distribution as a set of guidelines for engineers and scientists. Finally, we prove that the variance of the truncated distribution is always smaller than the variance of the original distribution.

Online publication date: Wed, 02-Jul-2014

The full text of this article is only available to individual subscribers or to users at subscribing institutions.

 
Existing subscribers:
Go to Inderscience Online Journals to access the Full Text of this article.

Pay per view:
If you are not a subscriber and you just want to read the full contents of this article, buy online access here.

Complimentary Subscribers, Editors or Members of the Editorial Board of the International Journal of Experimental Design and Process Optimisation (IJEDPO):
Login with your Inderscience username and password:

Username:        Password:          Forgotten your password?

Want to subscribe?
A subscription gives you complete access to all articles in the current issue, as well as to all articles in the previous three years (where applicable). See our Orders page to subscribe.

If you still need assistance, please email subs@inderscience.com