SIMULATION OF TRUNCATED NORMAL VARIABLES

被引：327

作者：

ROBERT, CP

机构：

[1] UNIV ROUEN,CNRS,URA 1378,PARIS,FRANCE

[2] INSEE,CREST,PARIS,FRANCE

来源：

STATISTICS AND COMPUTING | 1995年 / 5卷 / 02期

关键词：

ACCEPT-REJECT; GIBBS SAMPLING; MARKOV CHAIN MONTE CARLO; CENSORED MODELS; ORDER-RESTRICTED MODELS;

D O I：

10.1007/BF00143942

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

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.

引用

页码：121 / 125

页数：5

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