Random sampling from a truncated bivariate normal distribution

DOI10.1016/0893-9659(90)90124-TMaRDI QIDQ918557zbMATH OpenFDO

Authors Khalaf E. Ahmad, Nagi S. Abd-el-Hakim

Publication date 1990

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0893-9659(90)90124-T

zbMATH Keywords

bivariate normal distributionsgenerating normal random variablesvon Neumann's rejection technique

Mathematics Subject Classification ID

Distribution theory (60E99) Random number generation in numerical analysis (65C10)

Recommendations

• Random sampling from a truncated multivariate normal distribution
• Computer generation of random variates from the tail of t and normal distributions
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Cites work

• A Note on the Generation of Random Normal Deviates
• scientific article; zbMATH DE number 3074517 (Why is no real title available?)

Cited in

(6)

• Random sampling from a truncated multivariate normal distribution
• Truncated random variables with application to random surfaces
• Sampling some truncated distributions via rejection algorithms
• An approximation to percentiles of a variable of the bivariate normal distribution when the other variable is truncated, with applications
• Perfectly random sampling of truncated multinormal distributions
• Fast simulation of truncated Gaussian distributions

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