udnorm: UNU.RAN object for Normal distribution

In Runuran: R Interface to the 'UNU.RAN' Random Variate Generators

UNU.RAN object for Normal distribution

Description

Create UNU.RAN object for a Normal (Gaussian) distribution with mean equal to mean and standard deviation to sd.

[Distribution] – Normal (Gaussian).

Usage

udnorm(mean=0, sd=1, lb=-Inf, ub=Inf)

Arguments

mean	mean of distribution.
sd	standard deviation.
lb	lower bound of (truncated) distribution.
ub	upper bound of (truncated) distribution.

Details

The normal distribution with mean mu and standard deviation sigma has density

f(x) = 1/(sqrt(2 pi) sigma) e^-((x - mu)^2/(2 sigma^2))

where mu is the mean of the distribution and sigma the standard deviation.

The domain of the distribution can be truncated to the interval (lb,ub).

Value

An object of class "unuran.cont".

Author(s)

Josef Leydold and Wolfgang H\"ormann [e-mail].

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1994): Continuous Univariate Distributions, Volume 1. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 13, p. 80.

See Also

unuran.cont.

Examples

## Create distribution object for standard normal distribution
distr <- udnorm()
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)

## Create distribution object for positive normal distribution
distr <- udnorm(lb=0, ub=Inf)
## ... and draw a sample
gen <- pinvd.new(distr)
x <- ur(gen,100)

Runuran documentation built on Jan. 17, 2023, 5:17 p.m.