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Truncated Gaussian

version (3.46 KB) by Bruno Luong
Generate a pseudo-random vector X drawn from the truncated Gaussian distribution


Updated 12 Aug 2010

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% function X = TruncatedGaussian(sigma, range)
% X = TruncatedGaussian(sigma, range, n)

Generate a pseudo-random vector X of size n, X are drawn from the truncated Gaussian distribution in a RANGE braket; and satisfies std(X)=sigma.

RANGE is of the form [left,right] defining the braket where X belongs. For a scalar input RANGE, the braket is [-RANGE,RANGE].

If input SIGMA is negative, X will be forced to have the same "shape" of distribution function than the unbounded Gaussian with standard deviation -SIGMA: N(0,-SIGMA). It is similar to calling RANDN and throw away values ouside RANGE. In this case, the standard deviation of the truncated Gaussian will be different than -SIGMA. The *effective* mean and the effective standard deviation can be obtained by calling:

[X meaneffective sigmaeffective] = TruncatedGaussian(...)

Cite As

Bruno Luong (2022). Truncated Gaussian (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Inspired: Truncated multivariate normal

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