Re: [R] truncated distributions

From: David Winsemius <dwinsemius_at_comcast.net>
Date: Sat, 02 Apr 2011 16:36:19 -0400

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

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