Truncated Gaussian
Generate a pseudo-random vector X drawn from the truncated Gaussian distribution
Author: Bruno Luong

Thanks Bruno. This turned out to be the issue in the second problem I described. The output now matches derivations.

10 Aug 2010

Truncated Gaussian
Generate a pseudo-random vector X drawn from the truncated Gaussian distribution
Author: Bruno Luong

Bruno,

your code has one problem. Enter this command and see what happens:
Y = TruncatedGaussian(-1,[10 20],[1 1000]);
All the values returned are 20s. I know that 10 to 20 is a very unlikely range with a distribution of N(0,1) but still, I am just showing here that I noticed that your code returns wrong values sometimes.

Another (possibly related) problem is when you try and generate a distribution with non-zero mean with the range being a bit far from the mean. The histogram of the returned values does not match a trusted method I used. I am not sure what this is about.