PoweR (version 1.0.7)

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.

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

See Also

See law0002.Normal for the Normal distribution. See Distributions for other standard distributions.

Examples

# NOT RUN {
res <- gensample(32,10000,law.pars=c(2,3))
res$law
res$law.pars
mean(res$sample)
sd(res$sample)
# }