[SciPy-User] [SciPy-user] support for truncated normal distribution
Dr. Phillip M. Feldman
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:
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.
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