public static void normal_01_cdf_inverse_test( )
//****************************************************************************80
//
// Purpose:
//
// NORMAL_01_CDF_INVERSE_TEST tests NORMAL_01_CDF_INVERSE.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 14 February 2015
//
// Author:
//
// John Burkardt
//
{
double fx = 0;
int n_data = 0;
double x = 0;
double x2 = 0;
Console.WriteLine("");
Console.WriteLine("NORMAL_01_CDF_INVERSE_TEST:");
Console.WriteLine(" NORMAL_01_CDF_INVERSE inverts the normal 01 CDF.");
Console.WriteLine("");
Console.WriteLine(" FX X NORMAL_01_CDF_INVERSE(FX)");
Console.WriteLine("");
n_data = 0;
for ( ; ;)
{
Burkardt.Values.Normal.normal_01_cdf_values(ref n_data, ref x, ref fx);
if (n_data == 0)
{
break;
}
x2 = CDF.normal_01_cdf_inv(fx);
Console.WriteLine(" "
+ fx.ToString(CultureInfo.InvariantCulture).PadLeft(8) + " "
+ x.ToString(CultureInfo.InvariantCulture).PadLeft(14) + " "
+ x2.ToString(CultureInfo.InvariantCulture).PadLeft(14) + "");
}
}
public static double normal_truncated_ab_sample(double mu, double s, double a, double b,
ref int seed)
//****************************************************************************80
//
// Purpose:
//
// NORMAL_TRUNCATED_AB_SAMPLE samples the truncated Normal PDF.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 14 August 2013
//
// Author:
//
// John Burkardt
//
// Parameters:
//
// Input, double MU, S, the mean and standard deviation of the
// parent Normal distribution.
//
// Input, double A, B, the lower and upper truncation limits.
//
// Input/output, int &SEED, a seed for the random number
// generator.
//
// Output, double NORMAL_TRUNCATED_AB_SAMPLE, a sample of the PDF.
//
{
double alpha = (a - mu) / s;
double beta = (b - mu) / s;
double alpha_cdf = CDF.normal_01_cdf(alpha);
double beta_cdf = CDF.normal_01_cdf(beta);
double u = UniformRNG.r8_uniform_01(ref seed);
double xi_cdf = alpha_cdf + u * (beta_cdf - alpha_cdf);
double xi = CDF.normal_01_cdf_inv(xi_cdf);
double x = mu + s * xi;
return(x);
}