[Scilab-users] Conditional random variable

[Stéphane Mottelet]

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
>
>
>
>
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