law0032.TruncatedNormal {PoweR} | R Documentation |
Random generation for the Truncated Normal distribution with parameters a
and b
.
This generator is called by function gensample
to create random variables based on its parameters.
If a
and b
are not specified they assume the default values of 0 and 1, respectively.
The Truncated Normal distribution with parameters mu =
μ and sigma =
σ has density:
f(x) = [1/σ φ((x - μ)/σ)] / [Φ((b - μ)/σ) - Φ((a - μ)/σ)]
for a ≤ x ≤ b, where φ(x) is the standard normal probability density function and Φ(x) is its cumulative distribution function.
P. Lafaye de Micheaux, V. A. Tran
Pierre Lafaye de Micheaux, Viet Anh Tran (2016). PoweR: A Reproducible Research Tool to Ease Monte Carlo Power Simulation Studies for Studies for Goodness-of-fit Tests in R. Journal of Statistical Software, 69(3), 1–42. doi:10.18637/jss.v069.i03
See law0002.Normal
for the Normal
distribution. See Distributions
for other standard distributions.
res <- gensample(32,10000,law.pars=c(2,3)) res$law res$law.pars mean(res$sample) sd(res$sample)