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Ricardo Giglio

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Uni Kiel

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Another Matlab user, that's all!


 

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Comments and Ratings by Ricardo Giglio
Updated File Comments Rating
24 Aug 2011 Truncated Gaussian Generate a pseudo-random vector X drawn from the truncated Gaussian distribution Author: Bruno Luong

Hi Bruno, I'd like to generate two series with same mean but different variances as described below, but I always get different means... Could you help me understanding why? Thanks

A_bar = 1.5; A_var = 4.5;
B_bar = 1.5; B_var = 6.5;

A = A_bar + TruncatedGaussian(sqrt(A_var), [1 inf], 10);
B = B_bar + TruncatedGaussian(sqrt(B_var), [1 inf], 10);
mean(A(:))
mean(B(:))

ans =

4.9641

ans =

5.6081

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