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Re: [Help-gsl] Truncated normal distribution using gsl_rng_gaussian
From: |
Martin Jansche |
Subject: |
Re: [Help-gsl] Truncated normal distribution using gsl_rng_gaussian |
Date: |
Mon, 22 Dec 2008 17:21:13 -0500 |
On Mon, Dec 22, 2008 at 13:45, chadia kanaan <address@hidden> wrote:
> Hello,
>
> Could someone, please, guide me how to generate truncated Gaussian
> probability distribution numbers between [min, max] using the already
> existing gsl_gaussian generators . lets say between 0 and infinity for
> example.
If the region of interest has a reasonably high probability (e.g. if
the mean in your example is >= 0), you can sample z ~
gsl_ran_gaussian_ziggurat() and reject if z is outside your region.
If the region includes the upper or lower tail (e.g. if the mean in
your example is < 0), you can simply use gsl_ran_ugaussian_tail()
instead. If you need to truncate on two sides, you can combine either
method with rejection.
-- mj
>
> In earlier gsl archive, this point was discussed and refered to other method
> like rejection. I have used this method before, but gsl_gaussian generator is
> at least 10 times faster and reliable than generators based on
> rejection/acceptance method.
> so I need a solution based on gsl_generator , maybe through simple
> transformation ..
>
> Many thanks for your help,
> regards,
> C. K
>
>
>
>
>
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