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Truncated Normal Distribution

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Truncated Normal Distribution

Can anyone suggest a function for generating random numbers from a truncated normal distribution using rnorm? I can generate the number by truncating the output of rnorm but I would like to specify the mean and SD of the truncated normal.
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Truncated Normal Distribution

There is apparently a way to do this (but I'm not an expert - I did only a quick Alta Vista search!) See the web page:

http://www.eco.rug.nl/gauss/gauss95/msg00020.html

Other web pages on the subject include:

http://forum.swarthmore.edu/epigone/apstat-l?from=1999-09-01&to=1999-09-31

http://www.marketminer.com/prophet/statguide/probplots.html#Truncated

Here also are some old research papers:

I. Guttman and Om P. Aggarwal, "Tables of the cumulative distribution functions of samples from symmetrically truncated normal distribution," Ann. Inst. Stat. Math., Tokyo, Vol. XI (1959), pp. 55-60

I. Guttman, "Tests for the scale parameter of the truncated normal distribution," Can. Math. Bull., Vol. 3 (1960), pp. 225-236.




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Truncated Normal Distribution

My first time doing this. Hope the attachment comes through okay.
--Mike
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