truncated distributions
On Apr 2, 2011, at 1:15 PM, statfan wrote:
The definition of the "mean vector" is essentially what my question boils down to. In the functions details, the author states "We sample x ~ T(mean, Sigma, df) subject to the rectangular truncation lower <= x <= upper. Currently, two random number generation methods are implemented: rejection sampling and the Gibbs Sampler." So if the mean vector in the "rtmvt" function is the mean of the parent distribution's mean (as I hope it is),
Given the results of what I posted earlier ... how could it be otherwise?
then it would be acceptable to define a mean vector outside of the truncated range. Clarification of this point would be greatly appreciated. -- View this message in context: http://r.789695.n4.nabble.com/truncated-distributions-tp3422245p3422434.html Sent from the R help mailing list archive at Nabble.com.
David Winsemius, MD West Hartford, CT