Simulates, via Monte Carlo, the sum of truncated Gaussians, from n Gaussians with parameters μ_i and σ_i truncated out of the interval (a_i, b_i), i = 1..n. From the quantiles, p_low and p_upp, are computed x_low and x_upp, such that Pr(x_low < X < x_upp) = p_upp − p_low = 90% (this value for the basis data,). (For continuous variables, '<' and '≤' are interchangeable.)

(Tolerance is for the inversion of the Gaussian distribution.)

Some theoretical and simulated results are given, and a plot is shown for the (simulated) 'pdf' and 'cdf'.

• "Calibrafruta", Leiria (Portugal).

• Google "truncated normal"

• 1858-04-23: Planck, Max Karl Ernst Ludwig (1947-10-04).