law0032.TruncatedNormal: The Truncated Normal Distribution
Description
Random generation for the Truncated Normal distribution with parameters a and b.
This generator is called by function gensample to create random variables based on its parameters.
Arguments
Details
If a and b are not specified they assume the default values of 0 and 1, respectively.
The Truncated Normal distribution with parameters mu = \(\mu\) and sigma = \(\sigma\) has density:
$$ \frac{\exp(-x^2/2)}{\sqrt{2\pi}(\Phi(b)-\Phi(a))} $$
for \(a \le x \le b\), where \(\phi(x)\) is the standard normal probability density function and \(\Phi(x)\) is its cumulative distribution function.
References
Pierre Lafaye de Micheaux, Viet Anh Tran (2016). PoweR: A
Reproducible Research Tool to Ease Monte Carlo Power Simulation
Studies for Studies for Goodness-of-fit Tests in R. Journal of Statistical Software, 69(3), 1--42. doi:10.18637/jss.v069.i03