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double truncated data sample

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Bashar AlHalaq
Bashar AlHalaq on 4 Feb 2021
Commented: Walter Roberson on 24 Feb 2021
Hi,
I generate data x using the code :
clc;
clear;
eta=2;
beta=4;
theta=1;
T=1;
t1=0.1;
t2=0.9;
ni=[10 50 75 100 50];
for i=1:length(ni)
n=ni(i);
for t=1:T
x=generate_sample(n,eta,beta,theta);
f1=pdf_WP(sort(x),eta,beta,theta);
F=cdf_WP(sort(x),eta,beta,theta);
R_Real=1-F;
end
end
the function is:
function [x]=generate_sample(n,eta,beta,theta)
for i=1:n
u=rand;
x(i)=theta.*(1./eta.*(log(1/(1-u)))).^(1./beta);
end
How can I make doule truncate from t1 to t2 from x
with my best regurds

Answers (1)

Jeff Miller
Jeff Miller on 4 Feb 2021
This is pretty ugly, but I think will do what you asked for:
function [x]=generate_sample(n,eta,beta,theta,t1,t2)
% find the bounds on u corresponding to the desired
% bounds on t1 and t2
xFn = @(u) theta.*(1./eta.*(log(1/(1-u)))).^(1./beta);
u1 = fzero(@(x) xFn(x)-t1,[eps 1-eps]);
u2 = fzero(@(x) xFn(x)-t2,[eps 1-eps]);
for i=1:n
% Generate u's only within the bounds
u=u1 + (u2-u1)*rand;
x(i)=xFn(u);
end
end
  2 Comments
Jeff Miller
Jeff Miller on 8 Feb 2021
Sorry, I guess I don't understand what you want. Maybe a numerical example would help?

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