Hello, You will find the Matlab code for the "trandn" function there :
http://www.mathworks.com/matlabcentral/fileexchange/53180-truncated-normal-generator/content/trandn.m hth S. Le 23/01/2016 13:25, fujimoto2005 a écrit :
Is there any function generating random variable X with a standard normal density conditional on a range (a,b] where 0<a,b<=1. I mean X has a distribution function (N(x)-N(a))/(N(b)-N(a)) where a<x<=b and N() is a standard normal distribution function. The standard method using inverse function of normal distribution function and uniform distribution on range (a,b) is very time consuming. I would like to know a more fast method. Best regards -- View this message in context: http://mailinglists.scilab.org/Conditional-random-variable-tp4033320.html Sent from the Scilab users - Mailing Lists Archives mailing list archive at Nabble.com. _______________________________________________ users mailing list [email protected] http://lists.scilab.org/mailman/listinfo/users
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