File:TnormCDF.svg

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Summary

File information
Description	The cumulative distribution function of the truncated normal distribution
Source	I (0¹⁸ (talk)) created this work entirely by myself.
Date	00:44, 31 July 2010 (UTC)
Author	0¹⁸ (talk)
Permission (Reusing this file)	See below.

Licensing

I, the copyright holder of this work, hereby publish it under the following license:

This work is licensed under the Creative Commons Attribution 3.0 License.

Source

The following is R code:

ptnorm <- function(x,mu=0,sd=1,a=-Inf,b=Inf) {
  (pnorm(x,mu,sd) - pnorm(a,mu,sd)) / (pnorm(b,mu,sd) - pnorm(a,mu,sd))
}
x <- seq(-10,10,len=200)
y1 <- ptnorm(x,mu=-8,sd=2 ,a=-10,b=10)
y2 <- ptnorm(x,mu= 0,sd=2 ,a=-10,b=10)
y3 <- ptnorm(x,mu= 9,sd=10,a=-10,b=10)
y4 <- ptnorm(x,mu= 0,sd=10,a=-10,b=10)

svg(file="tnormCDF.svg",width=4,height=4,pointsize=12)
par(mar=c(3,3,1,1))
par(mgp=c(1.8,0.7,0))
plot(range(x),c(0,1.01),type="n",xlab="x",ylab="cumulative distribution function")
lines(x,y1,lwd=3,lty=1)
lines(x,y2,lwd=3,lty=2,col="blue")
lines(x,y3,lwd=3,lty=3,col="red")
lines(x,y4,lwd=3,lty=4,col="orange")
dev.off()

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