udnorm | R Documentation |
Create UNU.RAN object for a Normal (Gaussian) distribution with mean
equal to mean
and standard deviation to sd
.
[Distribution] – Normal (Gaussian).
udnorm(mean=0, sd=1, lb=-Inf, ub=Inf)
mean |
mean of distribution. |
sd |
standard deviation. |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
The normal distribution with mean \mu
and standard deviation
\sigma
has density
f(x) = \frac{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
).
An object of class "unuran.cont"
.
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
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.
unuran.cont
.
## 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)
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