public TruncatedDistribution(ITruncatableDistribution <double> distribution, double lowerBound, double upperBound)
{
if (lowerBound > upperBound)
{
throw new ArgumentOutOfRangeException($"lowerBound ({lowerBound}) > upperBound ({upperBound})");
}
this.Distribution = distribution;
this.LowerBound = lowerBound;
this.UpperBound = upperBound;
this.TotalProbability = distribution.GetProbBetween(lowerBound, upperBound);
this.LowerProbability = distribution.GetProbLessThan(lowerBound);
}
/// <inheritdoc/>
public double GetProbLessThan(double x)
{
return(Math.Min(1, Math.Max(0, Distribution.GetProbLessThan(x) - LowerProbability) / TotalProbability));
}