Simulation of truncated normal variables
classification
📊 stat.CO
stat.ME
keywords
normalalgorithmssimulationtruncatedvariablescovariancedistributionsmultivariate
read the original abstract
We provide in this paper simulation algorithms for one-sided and two-sided truncated normal distributions. These algorithms are then used to simulate multivariate normal variables with restricted parameter space for any covariance structure.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.