Doc

Truncated Pareto Distribution

docs/tutorial:stats:continuous_truncpareto

Two shape parameters, exponent $b > 0$ and upper truncation $c > 1$ . The support is $1 \leq x \leq c$ .

The standard form is

The non-central moments are given by

\mu_{n}^{\prime} = \begin{cases}\displaystyle\frac{b\log c}{1 - c^{-b}} & \mbox{if $n = b$,}\\ \displaystyle\frac{b}{b-n}\frac{c^b - c^n}{c^b - 1} & \mbox{otherwise.}\end{cases}

The entropy is

h (X) = - [lo g (\frac{b}{1 - c ^{- b}}) + (b + 1) (\frac{lo g c}{c ^{b} - 1} - \frac{1}{b})] .

Implementation: scipy.stats.truncpareto