simulate from conditional distribution
On Fri, Sep 14, 2012 at 9:02 AM, li li <hannah.hlx at gmail.com> wrote:
Dear all,
Y, X are bivariate normal with all the parameters known.
I would like to generate numbers from the distribution Y | X > c
where c is a constant.
Does there exist an R function generating
random numbers from such a distribution?
Not directly, as far as I know, but you can easily simulate X|X>c by
transforming uniform random numbers using the inverse CDF, and Y|X=x
is univariate Normal with mean linear in x and variance independent of
x.
-thomas
Thomas Lumley Professor of Biostatistics University of Auckland