 The following discussion is in terms of a random variable having a continuous distribution although the same ideas apply to discrete distributions.Similarly, the discussion assumes that truncation is to a semi-open interval "y" ∈ ("a,b"] but other possibilities can be handled straightforwardly.Suppose we have a random variable, formula_1 that is distributed according to some probability density function, formula_2, with cumulative distribution function formula_3 both of which have infinite support.