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The nontruncated marginal of a truncated bivariate normal distribution

โœ Scribed by Barry C. Arnold; Robert J. Beaver; Richard A. Groeneveld; William Q. Meeker

Book ID
111949720
Publisher
Springer
Year
1993
Tongue
English
Weight
931 KB
Volume
58
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.