truncated_normal_test, a FORTRAN90 code which calls truncated_normal(), which computes quantities associated with the truncated normal distribution.


The computer code and data files made available on this web page are distributed under the MIT license

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truncated_normal, a FORTRAN90 code which works with the truncated normal distribution over [A,B], or [A,+oo) or (-oo,B], returning the probability density function (PDF), the cumulative density function (CDF), the inverse CDF, the mean, the variance, and sample values.

Source Code:

Last revised on 10 September 2020.