On Wed, Feb 08, 2012 at 06:17:40AM -0800, n wrote: > Hi, > > How can I draw a random sample from a truncated distribution (especially > lognormal)? > > I found the functions for truncated normal but not for many other > distributions.
Hi. A variable Y with a log-normal distribution may be obtained as Y = exp(X), where X has a normal distribution. Since exp() is monotone, a truncated Y may be generated as exp(X'), where X' has an appropriate truncated normal distribution. A general method for continuous distributions uses the inverse of the distribution function. If p(x) is the distribution function of some distribution and f(x) is its inverse function, then the truncated distribution to an interval [a, b] may be obtained as f(runif(n, min=p(a), max=p(b))) Hope this helps. Petr Savicky. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
