Date:         Wed, 30 Jul 1997 13:21:05 -0400
Reply-To:     Rodney Sparapani <spara002@ACPUB.DUKE.EDU>
Sender:       "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
Comments:     RFC822 error: <W> Incorrect or incomplete address field found and
              ignored.
From:         Rodney Sparapani <spara002@ACPUB.DUKE.EDU>
Organization: Duke University
Subject:      Re: Generation of truncated Normal randon variables
Content-Type: text/plain; charset=iso-8859-1

Marcio Mello wrote:
> 
 
> Hi , Sas-L :
> I need to generate normal random variables that are truncated at right (
> and at left ) . If someone knows a way of doing it , please contacte me .
> 
 
> Marcio Corrêa de Mello
> marciom@inep.gov.br
 
OK.  What if you used the normal cdf to find your lower and upper
probabilities, say l and u.  Then you called RANUNI and created 
 
a uniform random variable on the interval (l, u) via l+(u-l)*RANUNI;
therefore your random normal deviate is the PROBIT of this value: 
 
PROBIT(l+(u-l)*RANUNI(seed))
 
-- 
 
Arrogance is bliss.                        Green Bay Packers
Rodney Sparapani                           12 NFL Championships
Duke Clinical Research Institute           Titletown, USA
Durham, North Carolina, USA                Home of the Lombardi Trophy
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