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pagerprint
2008 Sep 15
2
help on sampling from the truncated normal/gamma distribution on the far end (probability is very low)
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