Electronic Resource
Springer
Statistics and computing
5 (1995), S. 121-125
ISSN:
1573-1375
Keywords:
Accept-reject
;
Gibbs sampling
;
Markov chain Monte Carlo
;
censored models
;
order-restricted models
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract We provide simulation algorithms for one-sided and two-sided truncated normal distributions. These algorithms are then used to simulate multivariate normal variables with convex restricted parameter space for any covariance structure.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00143942
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