Restricted sampling from Gaussian Distribution
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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.
Zitieren als
Kanchi (2024). Restricted sampling from Gaussian Distribution (https://www.mathworks.com/matlabcentral/fileexchange/6447-restricted-sampling-from-gaussian-distribution), MATLAB Central File Exchange. Abgerufen .
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- AI, Data Science, and Statistics > Statistics and Machine Learning Toolbox > Probability Distributions > Multivariate Distributions > Multivariate Normal Distribution >
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Version | Veröffentlicht | Versionshinweise | |
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1.0.0.0 |