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--- | ||
jupytext: | ||
text_representation: | ||
extension: .md | ||
format_name: myst | ||
kernelspec: | ||
display_name: Python 3 | ||
language: python | ||
name: python3 | ||
--- | ||
# Censored Distribution | ||
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This is not a distribution per se, but a modifier of univariate distributions. | ||
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A censored distribution arises when the observed data is limited to a certain range, and values outside this range are not recorded. For instance, in a study aiming to measure the impact of a drug on mortality rates it may be known that an individual's age at death is at least 75 years (but may be more). Such a situation could occur if the individual withdrew from the study at age 75, or if the individual is currently alive at the age of 75. Censoring can also happen when a value falls outside the range of a measuring instrument. For example, if a bathroom scale only measures up to 140 kg, and a 160-kg person is weighed, the observer would only know that the individual's weight is at least 140 kg. | ||
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## Probability Density Function (PDF): | ||
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```{code-cell} | ||
--- | ||
tags: [remove-input] | ||
mystnb: | ||
image: | ||
alt: Censored Distribution PDF | ||
--- | ||
import arviz as az | ||
from preliz import Normal, Censored | ||
az.style.use('arviz-doc') | ||
Censored(Normal(0, 1), -1, 1).plot_pdf(support=(-4, 4)) | ||
Normal(0, 1).plot_pdf(alpha=0.5) | ||
``` | ||
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## Cumulative Distribution Function (CDF): | ||
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```{code-cell} | ||
--- | ||
tags: [remove-input] | ||
mystnb: | ||
image: | ||
alt: Censored Distribution CDF | ||
--- | ||
Censored(Normal(0, 1), -1, 1).plot_cdf(support=(-4, 4)) | ||
Normal(0, 1).plot_cdf(alpha=0.5) | ||
``` | ||
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## Key properties and parameters: | ||
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**Probability Density Function (PDF):** | ||
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Given a base distribution with cumulative distribution function (CDF) and probability density mass/function (PDF). The pdf of a Censored distribution is: | ||
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$$ | ||
\begin{cases} | ||
0 & \text{for } x < \text{lower}, \\ | ||
\text{CDF}(lower) & \text{for } x = \text{lower}, \\ | ||
\text{PDF}(x) & \text{for } \text{lower} < x < \text{upper}, \\ | ||
1-\text{CDF}(upper) & \text {for } x = \text{upper}, \\ | ||
0 & \text{for } x > \text{upper}, | ||
\end{cases} | ||
$$ | ||
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where `lower` and `upper` are the lower and upper bounds of the censored distribution, respectively. | ||
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**Cumulative Distribution Function (CDF):** | ||
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The given expression can be written mathematically as: | ||
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$$ | ||
\begin{cases} | ||
0 & \text{for } x < \text{lower}, \\ | ||
\text{CDF}(x) & \text{for } \text{lower} < x < \text{upper}, \\ | ||
1 & \text{for } x > \text{upper}, | ||
\end{cases} | ||
$$ | ||
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where `lower` and `upper` are the lower and upper bounds of the censored distribution, respectively. | ||
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```{seealso} | ||
:class: seealso | ||
**Related Distributions:** | ||
- [Truncated](truncated_distribution.md) - In a truncated distribution, values outside the range are set to the nearest bound, while in a censored distribution, they are not recorded. | ||
``` | ||
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## References | ||
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- Wikipedia - [Censored distribution](https://en.wikipedia.org/wiki/Censoring_(statistics)) |
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--- | ||
jupytext: | ||
text_representation: | ||
extension: .md | ||
format_name: myst | ||
kernelspec: | ||
display_name: Python 3 | ||
language: python | ||
name: python3 | ||
--- | ||
# Truncated Distribution | ||
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This is not a distribution per se, but a modifier of univariate distributions. | ||
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Truncated distributions arise in cases where the ability to record, or even to know about, occurrences is limited to values which lie above or below a given threshold or within a specified range. For example, if the dates of birth of children in a school are examined, these would typically be subject to truncation relative to those of all children in the area given that the school accepts only children in a given age range on a specific date. There would be no information about how many children in the locality had dates of birth before or after the school's cutoff dates if only a direct approach to the school were used to obtain information. | ||
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## Probability Density Function (PDF): | ||
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```{code-cell} | ||
--- | ||
tags: [remove-input] | ||
mystnb: | ||
image: | ||
alt: Truncated Distribution PDF | ||
--- | ||
import arviz as az | ||
from preliz import Gamma, Truncated | ||
az.style.use('arviz-doc') | ||
Truncated(Gamma(mu=2, sigma=1), 1, 4.5).plot_pdf() | ||
Gamma(mu=2, sigma=1).plot_pdf() | ||
``` | ||
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## Cumulative Distribution Function (CDF): | ||
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```{code-cell} | ||
--- | ||
tags: [remove-input] | ||
mystnb: | ||
image: | ||
alt: Trucated Distribution CDF | ||
--- | ||
Truncated(Gamma(mu=2, sigma=1), 1, 4.5).plot_cdf() | ||
Gamma(mu=2, sigma=1).plot_cdf() | ||
``` | ||
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## Key properties and parameters: | ||
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**Probability Density Function (PDF):** | ||
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Given a base distribution with cumulative distribution function (CDF) and probability density mass/function (PDF). The pdf of a Truncated distribution is: | ||
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$$ | ||
\begin{cases} | ||
0 & \text{for } x < \text{lower}, \\ | ||
\frac{\text{PDF}(x, dist)}{\text{CDF}(upper, dist) - \text{CDF}(lower, dist)} | ||
& \text{for } \text{lower} <= x <= \text{upper}, \\ | ||
0 & \text{for } x > \text{upper}, | ||
\end{cases} | ||
$$ | ||
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where `lower` and `upper` are the lower and upper bounds of the truncated distribution, respectively. | ||
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**Cumulative Distribution Function (CDF):** | ||
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The given expression can be written mathematically as: | ||
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$$ | ||
\begin{cases} | ||
0 & \text{if } x_i < \text{lower} \\ | ||
1 & \text{if } x_i > \text{upper} \\ | ||
\frac{\text{CDF}(x_i) - \text{CDF}(\text{lower})}{\text{CDF}(\text{upper}) - \text{CDF}(\text{lower})} & \text{if } \text{lower} \leq x_i \leq \text{upper} | ||
\end{cases} | ||
$$ | ||
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where `lower` and `upper` are the lower and upper bounds of the truncated distribution, respectively. | ||
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```{seealso} | ||
:class: seealso | ||
**Related Distributions:** | ||
- [Censored](censored_distribution.md) - In a censored distribution, values outside the range are not recorded, while in a truncated distribution, they are set to the nearest bound. | ||
- [TruncatedNormal](truncated_normal_distribution.md) - A truncated normal distribution is a normal distribution that has been restricted to a specific range. | ||
``` | ||
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## References | ||
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- Wikipedia - [Truncated distribution](https://en.wikipedia.org/wiki/Truncated_distribution) |