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Ricardo Giglio

Comments and Ratings by Ricardo		1 - 1 of 1
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