Random sampling from a truncated bivaria
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Khalaf E. Ahmad; Nagi S. Abd El-Hakim
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Article
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1990
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Elsevier Science
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English
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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.