TruncatedGaussian#

statrl.settings.bandits.stochastic.anytime.envs.distributions.TruncatedGaussian(mean, sigma, low, high)[source]#

Gaussian truncated to [low, high].

Parameters:

  • mean (float) – Mean of the untruncated Gaussian.

  • sigma (float) – Standard deviation of the untruncated Gaussian.

  • low (float) – Bounds of the support.

  • high (float) – Bounds of the support.

Returns:

An arm whose mean is the true truncated mean, which differs from mean whenever the bounds are not symmetric around it.

Return type:

Arm