Truncated Gaussian distribution

a xb

b a

{1}

b a

{2}

1
x

{3}

x a

{4}

f x; , , a, b
F x; , , a, b

For the truncated, it is:

2
b b a a
1

{5}
2

{6}

For simulation:
From {4}, it is
r

x a

{7}

x a r

{8}

x inv a r

{9}

xr inv a r
variable

{10}

and finally

Example: = 50, = 4, a = 40, b = 58

b a

58 50 40 50


2 2,5
4 4
0,053991 0,017528 0,036463
b a 2 2,5
0,97725 0,00621 0,97104
xr 50 4 inv 0,00621 r 0,97104