udnorm function

UNU.RAN object for Normal distribution

Create UNU.RAN object for a Normal (Gaussian) distribution with mean equal to mean and standard deviation to sd.

[Distribution] -- Normal (Gaussian).

udnorm(mean=0, sd=1, lb=-Inf, ub=Inf)

Arguments

• mean: mean of distribution.
• sd: standard deviation.
• lb: lower bound of (truncated) distribution.
• ub: upper bound of (truncated) distribution.

Details

The normal distribution with mean $mu$ and standard deviation $sigma$ has density

where $mu$ is the mean of the distribution and $sigma$ the standard deviation.

The domain of the distribution can be truncated to the interval (lb,ub).

Returns

An object of class "unuran.cont".

See Also

unuran.cont.

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1994): Continuous Univariate Distributions, Volume 1. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 13, p. 80.

Author(s)

Josef Leydold and Wolfgang H"ormann unuran@statmath.wu.ac.at .

Examples

## Create distribution object for standard normal distribution
distr <- udnorm()
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)

## Create distribution object for positive normal distribution
distr <- udnorm(lb=0, ub=Inf)
## ... and draw a sample
gen <- pinvd.new(distr)
x <- ur(gen,100)