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This is not a distribution per se, instead modifies distributions. For instance
pz.Truncated(pz.Poisson(4.5), 1, 10)
is a Poisson distribution truncated at a lower value of 1 and an upper value of 10.
Methods like
plot_pdf
andhdi
work, but others like mean and variance are not available. It works withpz.maxent
orpz.quartile
. For maxent the approximation I am using is to comoute the entropy of the underlying untruncated distribution, I need to better understand when this will fail.This is not intended to replace the distribution TruncatedNormal, while this is a general method to obtain truncated distribution, TruncatedNormal implements methods like mean, entropy, etc not directly available with this general approach