Random sampling from a truncated multivariate normal distribution
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Publication:1324429
DOI10.1016/0893-9659(94)90042-6zbMath0795.62060OpenAlexW2064321518MaRDI QIDQ1324429
Publication date: 18 September 1994
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0893-9659(94)90042-6
simulationGibbs samplerGauss codetruncated multivariate normal distributiontruncated bivariate normal distribution
Multivariate analysis (62H99) Software, source code, etc. for problems pertaining to statistics (62-04) Statistical distribution theory (62E99)
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