[ENH] Truncated Normal distribution

[ShreeshaM07]

What does this implement/fix? Explain your changes.

Interfaces truncated normal distribution from scipy.

Does your contribution introduce a new dependency? If yes, which one?

No

Did you add any tests for the change?

Yes

Any other comments?

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[fkiraly]

I would put it into full reals, since any float can end up in the support.

Alternatively, one could open a new category for interval support, Beta could also move there.

[ShreeshaM07]

I think for now we can move it to full reals itself as we do not have full fledged TruncatedDistribution class for other distributions.

[fkiraly]

Very strange choice of parameterization in scipy, I agree with the choice of reparameterizing as on wikipedia.

I left a comment regarding the right spot in the API reference, would appreciate your opinion.