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Add TruncatedNormal#91

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gvcallen:trunc_normal
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Add TruncatedNormal#91
gvcallen wants to merge 1 commit into
lockwo:mainfrom
gvcallen:trunc_normal

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@gvcallen gvcallen commented Jul 1, 2026

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Truncated Normal distribution with loc, scale, low, and high parameters. Every closed-form formula (sample, log_prob, cdf, icdf, survival function, entropy, mean, variance, mode, median) is cross-checked numerically against scipy.stats.truncnorm. KL divergence between arbitrary truncated normals isn't analytically tractable and raises NotImplementedError.

Truncated Normal distribution with loc, scale, low, and high parameters.
Every closed-form formula (sample, log_prob, cdf, icdf, survival
function, entropy, mean, variance, mode, median) is cross-checked
numerically against scipy.stats.truncnorm. KL divergence between
arbitrary truncated normals isn't analytically tractable and raises
NotImplementedError.
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