UNU.RAN random variate generator for the Normal distribution with mean
equal to mean and standard deviation to sd.
It also allows sampling from the truncated distribution.
[Special Generator] -- Sampling Function: Normal (Gaussian).
urnorm(n, mean = 0, sd = 1, lb = -Inf, ub = Inf)
size of required sample.
mean of distribution.
standard deviation.
lower bound of (truncated) distribution.
upper bound of (truncated) distribution.
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
If mean or sd are not specified they assume the default
values of 0 and 1, respectively.
The normal distribution has density $$ f(x) = \frac{1}{\sqrt{2\pi}\sigma} e^{-(x-\mu)^2/2\sigma^2} $$ where \(\mu\) is the mean of the distribution and \(\sigma\) the standard deviation.
The generation algorithm uses fast numerical inversion. The parameters
lb and ub can be used to generate variates from
the Normal distribution truncated to the interval (lb,ub).
W. H\"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg
runif and .Random.seed about random number
generation, unuran for the UNU.RAN class, and
rnorm for the R built-in normal random variate
generator.
## Create a sample of size 1000
x <- urnorm(n=1000)
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