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On the sample covariance from a bivariate normal distribution

โœ Scribed by S. James Press


Publisher
Springer Japan
Year
1967
Tongue
English
Weight
293 KB
Volume
19
Category
Article
ISSN
0020-3157

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Random sampling from a truncated bivaria
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.