Right-truncating a lognormal distribution
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george pepper
el 18 de Ag. de 2019
Hello,
I would like to compute the probability that P(z<a) where
z=exp(x*beta+e) and e is distributed iid N(0,sigma^2).
I would like to evaluate the CDF of z, i.e.,
P(e< log(a)-x*beta),
for various values of x*beta. However, I know that z cannot take a value greater than a certain number, b. How can I obtain the truncated distribution to evaluate the above probability?
Many thanks in advance.
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