Package dev.nm.stat.random.rng.univariate.normal.truncated
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Class Summary Class Description InverseTransformSamplingTruncatedNormalRNG A random variate x defined as \[ x = \Phi^{-1}( \Phi(\alpha) + U\cdot(\Phi(\beta)-\Phi(\alpha)))\sigma + \mu \] with \(\Phi\) the cumulative distribution function and \(\Phi^{-1}\) its inverse, U a uniform random number on (0, 1), follows the distribution truncated to the range (a, b).