@szha 
In gluon.distribution, floating number of very small value are often clipped to 
a minimum value to avoid numerical issue in downstream tasks, e.g.
https://github.com/apache/incubator-mxnet/blob/master/python/mxnet/gluon/probability/distributions/utils.py#L164-L172

The clip is very necessary, otherwise tons of NaN would come up when very small 
value are fed into OPs like `log`. 

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