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.
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Updated 6 Dec 2004

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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 (2026). Restricted sampling from Gaussian Distribution (https://uk.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
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Version Published Release Notes
1.0.0.0