Sampling Truncated Normal, Beta, and Gamma Densities

  title={Sampling Truncated Normal, Beta, and Gamma Densities},
  author={Paul Damien and Stephen G. Walker},
  journal={Journal of Computational and Graphical Statistics},
  pages={206 - 215}
  • P. DamienS. Walker
  • Published 1 June 2001
  • Computer Science, Mathematics
  • Journal of Computational and Graphical Statistics
We consider the Bayesian analysis of constrained parameter and truncated data problems within a Gibbs sampling framework and concentrate on sampling truncated densities that arise as full conditional densities within the context of the Gibbs sampler. In particular, we restrict attention to the normal, beta, and gamma densities. We demonstrate that, in many instances, it is possible to introduce a latent variable which facilitates an easy solution to the problem. We also discuss a novel approach… 

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