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Random sampling from a truncated multivariate normal distribution - MaRDI portal

Random sampling from a truncated multivariate normal distribution (Q1324429)

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scientific article; zbMATH DE number 571517
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English
Random sampling from a truncated multivariate normal distribution
scientific article; zbMATH DE number 571517

    Statements

    Random sampling from a truncated multivariate normal distribution (English)
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    18 September 1994
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    simulation
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    truncated bivariate normal distribution
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    Gibbs sampler
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    truncated multivariate normal distribution
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    Gauss code
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