Perfectly random sampling of truncated multinormal distributions (Q5443147)
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scientific article; zbMATH DE number 5237226
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perfectly random sampling of truncated multinormal distributions |
scientific article; zbMATH DE number 5237226 |
Statements
Perfectly random sampling of truncated multinormal distributions (English)
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20 February 2008
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perfect sampling
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simulations
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normal and truncated normal distributions
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Gibbs sampler
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coupling-from-the-past algorithm
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discrete time stationary Markov process
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multidimensional distribution
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