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The Truncated Normal Distribution

The Truncated Normal DistributionJohn BurkardtDepartment of Scientific ComputingFlorida State jburkardt/ October 2014 AbstractThe Normal Distribution is a common model of randomness. Unlike the uniform Distribution , itproposes a most probable value which is also the mean, while other values occur with a probabilitythat decreases in a regular way with distance from the mean. This behavior is mathematically verysatisfying, and has an easily observed correspondence with many physical processes. One drawback ofthe Normal Distribution , however, is that it supplies a positive probability density to every value in therange ( ,+ ), although the actual probability of an extreme event will be very low.

1.5 Sampling the Normal Distribution Sampling a distribution means to select one item from the range of legal values, using the PDF as the probability of selection. A histogram of the selected data should roughly approximate the shape of a graph of the PDF. Assuming we have some function rand() which is a source of uniform random numbers in the ...

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  Distribution, Normal, Sampling, Sampling distributions, Truncated normal distribution, Truncated

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