jax.scipy.stats.truncnorm.pdf

Contents

jax.scipy.stats.truncnorm.pdf#

jax.scipy.stats.truncnorm.pdf(x, a, b, loc=0, scale=1)[source]#

Truncated normal probability distribution function.

JAX implementation of scipy.stats.truncnorm pdf.

The truncated normal probability distribution is given by

\[\begin{split}f(x, a, b) = \begin{cases} \frac{1}{\sqrt{2\pi}}e^{-x^2/2} & a \le x \le b \\ 0 & \mathrm{otherwise} \end{cases}\end{split}\]

where \(a\) and \(b\) are effectively specified in number of standard deviations from the centroid. JAX uses the scipy nomenclature of loc for the centroid and scale for the standard deviation.

Parameters:
Returns:

array of pdf values.

Return type:

Array