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MOMENTS OF A LINEARLY TRUNCATED BIVARIATE NORMAL DISTRIBUTION1

✍ Scribed by Nath, G. Baikunth

Book ID
115209045
Publisher
Wiley (Blackwell Publishing)
Year
1972
Tongue
English
Weight
231 KB
Volume
14
Category
Article
ISSN
0004-9581

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πŸ“œ SIMILAR VOLUMES

Random sampling from a truncated bivaria
Random sampling from a truncated bivariate normal distribution
✍ Khalaf E. Ahmad; Nagi S. Abd El-Hakim πŸ“‚ Article πŸ“… 1990 πŸ› Elsevier Science 🌐 English βš– 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.