Simulates, via Monte Carlo,
a truncated Gaussian random variable, from a Gaussian
with parameters μ and σ
truncated out of the interval
(xa, xb).
From the quantiles, plow and pupp,
are computed xlow and xupp,
such that Pr(xlow < X < xupp) =
pupp − plow = 90%
(this value for the basis data,).
(Remember that, for continuous variables, '<' and '≤'
are interchangeable.)
(Tolerance is for the inversion of the
Gaussian distribution.)
Several theoretical and simulated results are given,
and a plot is shown for the (simulated) 'pdf' and 'cdf'. |
