[Scilab-users] Conditional random variable

Stéphane Mottelet stephane.mottelet at utc.fr
Sat Jan 23 17:58:16 CET 2016


You also have this distribution (and many more) in the atoms package

https://forge.scilab.org/index.php/p/distfun/

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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