[R] help on sampling from the truncated normal/gamma distribution on the far end (probability is very low)

[Moshe Olshansky]

Hi Sonia,

If I did not make a mistake, the conditional distribution of X given that X > 0 is very close to exponential distribution with parameter lambda = 40, so you can sample from this distribution.


--- On Mon, 15/9/08, Daniel Davis <paperprint at gmail.com> wrote:

> From: Daniel Davis <paperprint at gmail.com>
> Subject: [R] help on sampling from the truncated normal/gamma distribution on the far end (probability is very low)
> To: r-help at r-project.org
> Received: Monday, 15 September, 2008, 2:28 PM
> Hi, guys,
> 
> I am trying to sample from a truncated normal/gamma
> distribution.
> But only the far end of the distribution (where the
> probability is very low)
> is left. e.g.
> 
> mu = - 4;
> sigma = 0.1;
> The distribution is Normal(mu,sigma^2) truncated on
> [0,+Inf];
> 
> How can I get a sample? I tried to use inverse CDF method,
> but got Inf as
> answers. Please help me out.
> 
> Also, pls help me on the similar situation on gamma
> dist'n.
> 
> 
> Thanks,
> Sonia
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained,
> reproducible code.