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Correlation in a singly truncated bivariate normal distribution

โœ Scribed by M. A. Aitkin

Book ID
112725504
Publisher
Springer
Year
1964
Tongue
English
Weight
294 KB
Volume
29
Category
Article
ISSN
0033-3123

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Random sampling from a truncated bivariate normal distribution
โœ Khalaf E. Ahmad; Nagi S. Abd El-Hakim ๐Ÿ“‚ Article ๐Ÿ“… 1990 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 171 KB

A simple and easily implemented algorithm is presented for obtaining random variables from a truncated standard normal distribution. The algorithm is based on a generalization of Von Neumann's rejection technique. The first-stage sampling in our algorithm is from the truncated logistic distribution.