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A completion simulator for the two-sided truncated normal distribution

This paper presents simulation formulae of two-sided truncated normal random variables using a completion distribution and its two corresponding conditionals generated via a Gibbs sampler. This procedure extends formulae given by Robert and Casella for the one-sided case.

Detalles Bibliográficos
Autor principal: Foulley, Jean-Louis
Formato: Texto
Lenguaje:English
Publicado: BioMed Central 2000
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2706884/
https://www.ncbi.nlm.nih.gov/pubmed/14736375
http://dx.doi.org/10.1186/1297-9686-32-6-631