description.txt

This software is a Matlab implementation of restricted sampling from Gaussian distribution, and samp

 Description 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
httphome.online.no~pjacklamnotesinvnormindex.html


Jing Tian
Contact me  [e-mail]
This program is written in Oct.2004 during my postgraduate studying in 
NTU, Singapore.