image thumbnail

Restricted sampling from Gaussian Distribution

version 1.0.0.0 (2.47 KB) by Kanchi
Sample x from N(x_mu, x_var), restricted in x_min<=x<=x_max.

3.1K Downloads

Updated 06 Dec 2004

No License

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 : scuteejtian@hotmail.com
This program is written in Oct.2004 during my postgraduate studying in
NTU, Singapore.

Cite As

Kanchi (2022). Restricted sampling from Gaussian Distribution (https://www.mathworks.com/matlabcentral/fileexchange/6447-restricted-sampling-from-gaussian-distribution), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R13
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!