Programs in R for Computing Truncated t Distributions

摘要

Truncated distributions arise naturally in many industrial settings. Owing to the popularity of the normal distribution, programs have been developed for computing quantities of interest of its truncated version such as the truncated mean, truncated variance and the cumulative probability. In this note, we follow up the work for the Student's t distribution because of its recent popularity as a rival to the normal distribution. We provide programs for computing the mean, variance, cumulative probability and two other quantities of interest for any truncated t distribution: whether it is left truncated, right truncated or doubly truncated. The programs are written in R: a freely downloadable statistical software.