function x = normal_truncated_ab_cdf_inv ( cdf, mu, s, a, b ) %*****************************************************************************80 % %% NORMAL_TRUNCATED_AB_CDF_INV inverts the truncated Normal CDF. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 14 August 2013 % % Author: % % John Burkardt % % Parameters: % % Input, real CDF, the value of the CDF. % 0.0 <= CDF <= 1.0. % % Input, real MU, S, the mean and standard deviation of the % parent Normal distribution. % % Input, real A, B, the lower and upper truncation limits. % % Output, real X, the corresponding argument. % if ( cdf < 0.0 || 1.0 < cdf ) fprintf ( 1, '\n' ); fprintf ( 1, 'NORMAL_TRUNCATED_AB_CDF_INV - Fatal error!\n' ); fprintf ( 1, ' CDF < 0 or 1 < CDF.\n' ); error ( 'NORMAL_TRUNCATED_AB_CDF_INV - Fatal error!' ) end alpha = ( a - mu ) / s; beta = ( b - mu ) / s; alpha_cdf = normal_01_cdf ( alpha ); beta_cdf = normal_01_cdf ( beta ); xi_cdf = ( beta_cdf - alpha_cdf ) * cdf + alpha_cdf; xi = normal_01_cdf_inv ( xi_cdf ); x = mu + s * xi; return end