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Title:
An Improved Algorithm for Generation of Truncated Normal Distributed Random Numbers
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Uncontrolled Keywords:
Random numbers generation ; Truncated normal distribution ; Error function ; Inverse error function.
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Abstract:
In this paper we discuss the computational problems of random numbers generation distributed by truncated normal distribution. It is shown that the standard methods and libraries have a limit for truncation point caused by the limit on the smallest number representable by double precision format.