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commit 1fb6754dc7c8a186f218e48dca92a9813aa3d393
Author: aherbert <aherb...@apache.org>
AuthorDate: Wed Nov 30 13:13:34 2022 +0000
Document lower and upper bound are the truncation of the parent normal
---
.../statistics/distribution/TruncatedNormalDistribution.java | 6 ++++--
1 file changed, 4 insertions(+), 2 deletions(-)
diff --git
a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/TruncatedNormalDistribution.java
b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/TruncatedNormalDistribution.java
index bf299e6..5a99ee7 100644
---
a/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/TruncatedNormalDistribution.java
+++
b/commons-statistics-distribution/src/main/java/org/apache/commons/statistics/distribution/TruncatedNormalDistribution.java
@@ -112,6 +112,8 @@ public final class TruncatedNormalDistribution extends
AbstractContinuousDistrib
*
* <p>Note that the {@code mean} and {@code sd} is of the parent normal
distribution,
* and not the true mean and standard deviation of the truncated normal
distribution.
+ * The {@code lower} and {@code upper} bounds define the truncation of the
parent
+ * normal distribution.
*
* @param mean Mean for the parent distribution.
* @param sd Standard deviation for the parent distribution.
@@ -285,7 +287,7 @@ public final class TruncatedNormalDistribution extends
AbstractContinuousDistrib
*
* <p>For \( \mu \) mean of the parent normal distribution,
* \( \sigma \) standard deviation of the parent normal distribution, and
- * \( a \lt b \) the truncation interval, the mean is:
+ * \( a \lt b \) the truncation interval of the parent normal
distribution, the mean is:
*
* <p>\[ \mu + \frac{\phi(a)-\phi(b)}{\Phi(b) - \Phi(a)}\sigma \]
*
@@ -309,7 +311,7 @@ public final class TruncatedNormalDistribution extends
AbstractContinuousDistrib
*
* <p>For \( \mu \) mean of the parent normal distribution,
* \( \sigma \) standard deviation of the parent normal distribution, and
- * \( a \lt b \) the truncation interval, the variance is:
+ * \( a \lt b \) the truncation interval of the parent normal
distribution, the variance is:
*
* <p>\[ \sigma^2 \left[1 + \frac{a\phi(a)-b\phi(b)}{\Phi(b) - \Phi(a)} -
* \left( \frac{\phi(a)-\phi(b)}{\Phi(b) - \Phi(a)} \right)^2
\right] \]
