Question: Write a computing procedure to make draws from a univariate truncated normal density T N [ a , b ] [ , 2
Write a computing procedure to make draws from a univariate truncated normal density using the inverse transform method given in Section 12.8.2. Here are lower and upper truncation points. Choose , and .


12.8.2. Nonuniform Variates Random variables from many other distributions, including the normal itself, are usu- ally based on an initial draw of a uniform random number. Four commonly used meth- ods are (1) inverse transformation, (2) transformation, (3) accept-reject, and (4) mixing and compounding. Inverse Transformation Let F(x) denote the cdf of the continuous random variable x, that is, F(x) Pr[Xx]. Given a draw of a uniform variater, 0
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