Simulations of a truncated normal distribution [General Statistics]
Dear all!
Thanks for your fast responses.
@Helmut: Thanks for the hint, I just contacted the authors of the package.
@ElMaestro: Thanks. Relationships are known (but complex). I tried to invert the equations by using the substitution mehtod without success. I was just surprised that the web showed no solution..
@nobody: Of course, a log-normal distribution is another possible scenario. And in fact its the same issue with function lnorm in R: you can only specify mean and sd for the underlying normal distribution. BUT: Relationships for mean and variance are much simpler between normal and log-normal distribution and therefore, solving is not that tricky:
rlnorm(n=n, meanlog=log(mu)-0.5*log(1+cv^2), sdlog=sqrt(log(1+cv^2)))
where mu and cv represent the mean and the cv for the resulting log-normal distribution (not for the underlying normal distribution).
Thanks again,
Alex
Thanks for your fast responses.
@Helmut: Thanks for the hint, I just contacted the authors of the package.
@ElMaestro: Thanks. Relationships are known (but complex). I tried to invert the equations by using the substitution mehtod without success. I was just surprised that the web showed no solution..
@nobody: Of course, a log-normal distribution is another possible scenario. And in fact its the same issue with function lnorm in R: you can only specify mean and sd for the underlying normal distribution. BUT: Relationships for mean and variance are much simpler between normal and log-normal distribution and therefore, solving is not that tricky:
rlnorm(n=n, meanlog=log(mu)-0.5*log(1+cv^2), sdlog=sqrt(log(1+cv^2)))
where mu and cv represent the mean and the cv for the resulting log-normal distribution (not for the underlying normal distribution).
Thanks again,
Alex
Complete thread:
- Simulations of a truncated normal distribution Alex 2015-03-17 10:19
- Simulations of a truncated normal distribution Helmut 2015-03-17 12:48
- Simulations of a truncated normal distribution ElMaestro 2015-03-17 15:20
- Simulations of a truncated normal distribution nobody 2015-03-17 15:24
- Simulations of a truncated normal distributionAlex 2015-03-17 15:56
- Simulations of a truncated normal distribution nobody 2015-03-17 15:24
