Right-truncating a lognormal distribution
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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.,
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.
Matt J on 18 Aug 2019
Edited: Matt J on 18 Aug 2019
I think this is right. How can I code this?
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