| Date: | Sat, 2 Aug 1997 05:53:16 GMT |
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| Reply-To: | Andrew James Llwellyn Cary <webmaster@CARYCONSULTING.COM> |
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| Sender: | "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU> |
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| From: | Andrew James Llwellyn Cary <webmaster@CARYCONSULTING.COM> |
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| Organization: | Cary Consulting Services |
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| Subject: | Re: Generation of truncated Normal randon variables |
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Hmm.
There are two slightly different solutions here depending on whether wish to
truncate
the normal curve at some arbitrary percentage (i.e. draw a random sample from a
normal distribution
where the upper 10% and lower 5% are censored) or truncate it at some arbitrary
values (i.e.
draw a random sample from a normal distribution with mean 0 and variance 1
where the sample is bounded
by -2 and +1.5 inclusively).
In either case one has to establish the bounds of the sample and randomly
sample from a normal distribution
discarding elements outside the limits.
(UNTESTED CODE)
DATA _TEST_;
*SAMPLE FROM A POPULATION WITH MEAN 50, VARIANCE 10, BOUNDED BY 20 AND
85 ;
DO UNTIL (20 <= SAMPLE1 <= 85);
SAMPLE1 = 50 + NORMAL(0)*10 ;
END;
*SAMPLE FROM A POPULATION WITH MEAN 50, VARIANCE 10, CENSORING THE TOP
15% AND LOWER 10%;
LOWER= 50 + PROBIT(.10)*10;
UPPER= 50 + PROBIT(.85)*10;
DO UNTIL (LOWER <= SAMPLE2 <= UPPER);
SAMPLE2 = 50 + NORMAL(0)*10;
END;
RUN;
Marcio Mello <marciom@INEP.GOV.BR> wrote in article
<B0000017269@phoenix.inep.gov.br>...
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 Corrja de Mello
marciom@inep.gov.br
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