Restricted sampling from Gaussian Distribution

Sample x from N(x_mu, x_var), restricted in x_min<=x<=x_max.

Description

MATLAB implementation of restricted sampling from Gaussian distribution

Objective: sample x (column vector) from N(x_mu, x_var), restricted in
x_min<=x<=x_max.

input: x_mu, x_var: the parameter of the pdf of x
x_min, x_max: the range of x

output: x: the sample

Acknowledge
Peter J. Acklam's toolbox for the inverse normal cumulative distribution function
http://home.online.no/~pjacklam/notes/invnorm/index.html

Jing Tian
Contact me : [e-mail]
This program is written in Oct.2004 during my postgraduate studying in
NTU, Singapore.

• MATLAB release: MATLAB 6.5 (R13)

[Wooksung Yoo]

Not very good