On 04/08/2011 12:03 PM, Vijayan Padmanabhan wrote:
Hi
I am looking at generating a random dataset of say 100 values fitting in a
normal distribution of a given mean and SD, I am aware of rnorm
function. However i am trying to build into this function one added
constraint that all the random value generated should also obey the
constraint that they only take values between say X to X+25
How do i do this in R?
The easiest way is to use the inverse-CDF method to generate values.
For example:
mu <- 50
sd <- 10
X <- 30
lower <- pnorm(X, mean=mu, sd=sd)
upper <- pnorm(X+25, mean=mu, sd=sd)
U <- runif(1000, lower, upper)
Y <- qnorm(U, mean=mu, sd=sd)
This will fail if you go too far out in the tail (e.g. trying mu=0,
sd=1, X=30); for that you need to be more careful, and work with log
probabilities, etc.
Duncan Murdoch
Any help would be highly appreciated,.
Thanks
Vijayan Padmanabhan
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