Message-ID: <43E7A77A-0AD9-4EAB-971F-1550865487B2@comcast.net>
Date: 2011-04-02T16:41:17Z
From: David Winsemius
Subject: truncated distributions
In-Reply-To: <1301756765123-3422245.post@n4.nabble.com>
On Apr 2, 2011, at 11:06 AM, statfan wrote:
> I am sampling from the truncated multivariate student t distribution
> "rtmvt"
> in the package {tmvtnorm}. My question is about the mean vector. Is
> it
> possible to define a mean vector outside of the truncated region?
> Thank you
> in advance for any help.
In what sense are you interpreting the word "mean"? The "mean" in the
specification of a truncated distribution is probably not going to be
the expected value of a random variable from such a distribution, but
rather refers to the parent distribution's mean.
> print(x=rtmvnorm(10, mean=0, sigma=1, lower=0.5, upper=1), digits=3)
[,1]
[1,] 0.984
[2,] 0.528
[3,] 0.529
[4,] 0.550
[5,] 0.832
[6,] 0.788
[7,] 0.775
[8,] 0.631
[9,] 0.832
[10,] 0.558
--
David Winsemius, MD
West Hartford, CT