Message-ID: <1301764520218-3422434.post@n4.nabble.com>
Date: 2011-04-02T17:15:20Z
From: statfan
Subject: truncated distributions
In-Reply-To: <43E7A77A-0AD9-4EAB-971F-1550865487B2@comcast.net>
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), then it would be acceptable to define
a mean vector outside of the truncated range. Clarification of this point
would be greatly appreciated.
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