Simulation of truncated normal variables

  title={Simulation of truncated normal variables},
  author={Christian P. Robert},
  journal={Statistics and Computing},
  • C. Robert
  • Published 23 July 2009
  • Mathematics
  • Statistics and Computing
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. 

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