The Folded Normal Distribution

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Description

Random generation for the Folded Normal distribution with parameters mu and sigma.

This generator is called by function gensample to create random variables based on its parameters.

Details

If mu and sigma are not specified they assume the default values of 0 and 1, respectively.

The Folded Normal distribution with parameters mu = μ and sigma = σ has density:

f(x) = 1/(√(2π) σ) e^-((-x - μ)^2/(2 σ^2)) + 1/(√(2π) σ) e^-((x - μ)^2/(2 σ^2))

for x ≥ 0.

Author(s)

P. Lafaye de Micheaux, V. A. Tran

References

Pierre Lafaye de Micheaux, Viet Anh Tran (2016). PoweR: A Reproducible Research Tool to Ease Monte Carlo Power Simulation Studies for Studies for Goodness-of-fit Tests in R. Journal of Statistical Software, 69(3), 1–42. doi:10.18637/jss.v069.i03

See Also

See law0002.Normal for the Normal distribution. See Distributions for other standard distributions.

Examples

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res <- gensample(30,10000,law.pars=c(8,6))
res$law
res$law.pars
mean(res$sample)
sd(res$sample)

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