LOG_NORMAL_TRUNCATED_AB
The Log Normal PDF Truncated to [A,B]

LOG_NORMAL_TRUNCATED_AB is a Python library which can evaluate quantities associated with the log normal Probability Density Function (PDF) truncated to the interval [A,B].

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

LOG_NORMAL_TRUNCATED_AB is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

LOG_NORMAL, a Python library which samples the log normal distribution.

NORMAL, a Python library which samples the normal distribution.

PDFLIB, a Python library which evaluates Probability Density Functions (PDF's) and produces random samples from them, including beta, binomial, chi, exponential, gamma, inverse chi, inverse gamma, multinomial, normal, scaled inverse chi, and uniform.

PROB, a Python library which evaluates, samples, inverts, and characterizes a number of Probability Density Functions (PDF's) and Cumulative Density Functions (CDF's), including anglit, arcsin, benford, birthday, bernoulli, beta_binomial, beta, binomial, bradford, burr, cardiod, cauchy, chi, chi squared, circular, cosine, deranged, dipole, dirichlet mixture, discrete, empirical, english sentence and word length, error, exponential, extreme values, f, fisk, folded normal, frechet, gamma, generalized logistic, geometric, gompertz, gumbel, half normal, hypergeometric, inverse gaussian, laplace, levy, logistic, log normal, log series, log uniform, lorentz, maxwell, multinomial, nakagami, negative binomial, normal, pareto, planck, poisson, power, quasigeometric, rayleigh, reciprocal, runs, sech, semicircular, student t, triangle, uniform, von mises, weibull, zipf.

TRUNCATED_NORMAL, a Python library which works with the truncated normal distribution over [A,B], or [A,+oo) or (-oo,B], returning the probability density function (PDF), the cumulative density function (CDF), the inverse CDF, the mean, the variance, and sample values.

UNIFORM, a Python library which samples the uniform distribution.

Reference:

Paul Soederlind,
Lecture Notes - Econometrics: Some Statistics,
8 July 2013.

Source Code:

• log_normal.py the Log Normal distribution.
• log_normal_truncated_ab.py the Log Normal Truncated AB distribution.
• normal.py the Normal distribution.
• normal_01.py the Normal 01 distribution.
• normal_01_cdf_values.py selected values of the Normal 01 CDF.
• r8_uniform_01.py random values selected from [0,1].
• r8_uniform_ab.py random values selected from [A,B].
• r8poly_print.py prints a polynomial.
• r8poly_value_horner.py evaluates a polynomial.
• r8vec_max.py returns the max of an R8VEC.
• r8vec_mean.py returns the mean of an R8VEC.
• r8vec_min.py returns the minimum of an R8VEC.
• r8vec_print.py prints an R8VEC.
• r8vec_uniform_ab.py returns a vector of random values in [A,B].
• r8vec_variance.py returns the variance of an R8VEC.
• timestamp.py returns the current YMDHMS date as a timestamp.

Test Files:

• log_normal_truncated_ab_test.py, calls all the tests;
• log_normal_truncated_ab_test.sh, runs all the tests;
• log_normal_truncated_ab_test.txt, the output file.

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