09-03-2013 12:39 PM
I have found the example for creating right or left truncated normal distribution functions in FCMP but I am not sure how to modfiy to create a right and left truncated normal. Thanks in advance for your reply.
09-04-2013 07:59 AM
See 's blog post on the truncated normal: http://blogs.sas.com/content/iml/2013/07/24/the-truncated-normal-in-sas/
It's an IML implementation, rather than FCMP.
09-04-2013 11:45 AM
You could also look at section 2.2 of article http://arxiv.org/pdf/0907.4010.pdf which covers two-sided truncation. - PG
09-04-2013 01:15 PM
The acceptance-rejection algorithm in that article looks fairly easy to implement, so it should be do-able in PROC FCMP. However, Rick's blog post also mentions that the inverse CDF method he presents should be relatively easy to implement in PROC FCMP.