If mean
or sd
are not specified they assume the default
values of 0
and 1
, respectively. The normal distribution has density
$$f(x) = \frac{1}{\sqrt{2\pi}\sigma} e^{-(x-\mu)^2/2\sigma^2}$$
where $\mu$ is the mean of the distribution and
$\sigma$ the standard deviation.
The generation algorithm uses fast numerical inversion. The parameters
lb
and ub
can be used to generate variates from
the Normal distribution truncated to the interval (lb
,ub
).