[SciPy-User] [SciPy-user] support for truncated normal distribution

Dr. Phillip M. Feldman pfeldman@verizon....
Tue Mar 15 13:45:18 CDT 2011


I've noticed that there is no truncated normal distribution in NumPy, at
least according to the following source:

http://docs.scipy.org/doc/numpy/reference/generated/numpy.random.mtrand.RandomState.html,

I've written code to generate random deviates from a truncated normal
distribution via acceptance-rejection, but this is inefficient when the
acceptance probability is low. I assume that NumPy is generating standard
normal deviates via the Ziggurat algorithm. That algorithm can be modified
to produce random deviates from a truncated normal without the use of
acceptance-rejection.  I'd be very grateful if someone can implement this.
-- 
View this message in context: http://old.nabble.com/support-for-truncated-normal-distribution-tp31156263p31156263.html
Sent from the Scipy-User mailing list archive at Nabble.com.



More information about the SciPy-User mailing list