If you want a reference, please check:

Simulation of truncated normal variables, CHRISTIAN P. ROBERT, Statistics
and Computing (1995) 5, 121-125.

Ralph.


On Tue, Dec 23, 2008 at 5:05 AM, chadia kanaan <[email protected]>wrote:

> I forget to precise that my Gaussian  G (mu, sigma) is centered on mean
> "mu"  and with dispersion sigma , both different from zero.
>
> thanks ,
> C.K
>
>
>
>
> Hello,
>
> Could someone, please,  guide me how to generate truncated Gaussian
> probability distribution  numbers between [min,  max]  using the already
> existing gsl_gaussian generators . lets say between 0 and infinity for
> example.
>
> In earlier gsl archive, this point was discussed and  refered to other
> method
> like rejection. I have used this method before, but gsl_gaussian generator
> is at
> least 10 times faster and reliable than generators based on
> rejection/acceptance
> method.
> so I need a solution based on gsl_generator , maybe through simple
> transformation ..
>
> Many thanks for your help,
> regards,
> C. K
>
>
>
>
>
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>
>
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