diff --git a/numpyro/distributions/transforms.py b/numpyro/distributions/transforms.py
index a3ec798e1..8379ac2fb 100644
--- a/numpyro/distributions/transforms.py
+++ b/numpyro/distributions/transforms.py
@@ -75,7 +75,7 @@ def inv(self):
         return inv
 
     def __call__(self, x):
-        return NotImplementedError
+        raise NotImplementedError
 
     def _inverse(self, y):
         raise NotImplementedError
diff --git a/numpyro/distributions/truncated.py b/numpyro/distributions/truncated.py
index a43b6268b..53edf234a 100644
--- a/numpyro/distributions/truncated.py
+++ b/numpyro/distributions/truncated.py
@@ -88,7 +88,7 @@ def mean(self):
         elif isinstance(self.base_dist, Cauchy):
             return jnp.full(self.batch_shape, jnp.nan)
         else:
-            return NotImplementedError("mean only available for Normal and Cauchy")
+            raise NotImplementedError("mean only available for Normal and Cauchy")
 
     @property
     def var(self):
@@ -102,7 +102,7 @@ def var(self):
         elif isinstance(self.base_dist, Cauchy):
             return jnp.full(self.batch_shape, jnp.nan)
         else:
-            return NotImplementedError("var only available for Normal and Cauchy")
+            raise NotImplementedError("var only available for Normal and Cauchy")
 
 
 class RightTruncatedDistribution(Distribution):
@@ -152,7 +152,7 @@ def mean(self):
         elif isinstance(self.base_dist, Cauchy):
             return jnp.full(self.batch_shape, jnp.nan)
         else:
-            return NotImplementedError("mean only available for Normal and Cauchy")
+            raise NotImplementedError("mean only available for Normal and Cauchy")
 
     @property
     def var(self):
@@ -166,7 +166,7 @@ def var(self):
         elif isinstance(self.base_dist, Cauchy):
             return jnp.full(self.batch_shape, jnp.nan)
         else:
-            return NotImplementedError("var only available for Normal and Cauchy")
+            raise NotImplementedError("var only available for Normal and Cauchy")
 
 
 class TwoSidedTruncatedDistribution(Distribution):
@@ -269,7 +269,7 @@ def mean(self):
         elif isinstance(self.base_dist, Cauchy):
             return jnp.full(self.batch_shape, jnp.nan)
         else:
-            return NotImplementedError("mean only available for Normal and Cauchy")
+            raise NotImplementedError("mean only available for Normal and Cauchy")
 
     @property
     def var(self):
@@ -285,7 +285,7 @@ def var(self):
         elif isinstance(self.base_dist, Cauchy):
             return jnp.full(self.batch_shape, jnp.nan)
         else:
-            return NotImplementedError("var only available for Normal and Cauchy")
+            raise NotImplementedError("var only available for Normal and Cauchy")
 
 
 def TruncatedDistribution(base_dist, low=None, high=None, *, validate_args=None):