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Random sampling from a truncated bivariate normal distribution

โœ Scribed by Khalaf E. Ahmad; Nagi S. Abd El-Hakim

Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
171 KB
Volume
3
Category
Article
ISSN
0893-9659

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โœฆ Synopsis

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. Another algorithm for obtaining random vectors from truncated bivariate normal distribution is presented.

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