Python - Truncated Normal Distribution in Statistics

Last Updated : 10 Jan, 2020

scipy.stats.truncnorm() is a Truncated Normal continuous random variable. It is inherited from the of generic methods as an instance of the rv_continuous class. It completes the methods with details specific for this particular distribution. Parameters :

q : lower and upper tail probability x : quantiles loc : [optional]location parameter. Default = 0 scale : [optional]scale parameter. Default = 1 size : [tuple of ints, optional] shape or random variates. moments : [optional] composed of letters [‘mvsk’]; ‘m’ = mean, ‘v’ = variance, ‘s’ = Fisher’s skew and ‘k’ = Fisher’s kurtosis. (default = ‘mv’). Results : Truncated Normal continuous random variable

Code #1 : Creating Truncated Normal continuous random variable

Python3 1==

# importing library

from scipy.stats import truncnorm 
  
numargs = truncnorm .numargs 
a, b = 0.2, 0.8
rv = truncnorm (a, b) 
  
print ("RV : \n", rv)

Output :

RV : 
 scipy.stats._distn_infrastructure.rv_frozen object at 0x000002A9D9C2FF08

Code #2 : Truncated Normal continuous variates and probability distribution

Python3 1==

import numpy as np 
quantile = np.arange (0.01, 1, 0.1) 

# Random Variates 
R = truncnorm .rvs(a, b, size = 10) 
print ("Random Variates : \n", R) 

# PDF 
x = np.linspace(truncnorm.ppf(0.01, a, b),
                truncnorm.ppf(0.99, a, b), 10)
R = truncnorm.pdf(x, 1, 3)
print ("\nProbability Distribution : \n", R)

Output :

Random Variates : 
 [0.56227576 0.2513349  0.66393458 0.7453009  0.79215974 0.67208054
 0.23809535 0.29203442 0.37395318 0.36091493]

Probability Distribution : 
 [0. 0. 0. 0. 0. 0. 0. 0. 0. 0.]

Code #3 : Graphical Representation.

Python3 1==

import numpy as np 
import matplotlib.pyplot as plt 
   
distribution = np.linspace(0, np.minimum(rv.dist.b, 3)) 
print("Distribution : \n", distribution) 
   
plot = plt.plot(distribution, rv.pdf(distribution))

Output :

Distribution : 
 [0.         0.04081633 0.08163265 0.12244898 0.16326531 0.20408163
 0.24489796 0.28571429 0.32653061 0.36734694 0.40816327 0.44897959
 0.48979592 0.53061224 0.57142857 0.6122449  0.65306122 0.69387755
 0.73469388 0.7755102  0.81632653 0.85714286 0.89795918 0.93877551
 0.97959184 1.02040816 1.06122449 1.10204082 1.14285714 1.18367347
 1.2244898  1.26530612 1.30612245 1.34693878 1.3877551  1.42857143
 1.46938776 1.51020408 1.55102041 1.59183673 1.63265306 1.67346939
 1.71428571 1.75510204 1.79591837 1.83673469 1.87755102 1.91836735
 1.95918367 2.        ]

Code #4 : Varying Positional Arguments

Python3 1==

import matplotlib.pyplot as plt 
import numpy as np 

x = np.linspace(0, 5, 100) 
   
# Varying positional arguments 
y1 = truncnorm.pdf(x, a, b) 
y2 = truncnorm.pdf(x, a, b) 
plt.plot(x, y1, "*", x, y2, "r--")