A completion simulator for the two-sided truncated normal distribution
© INRA, EDP Sciences 2000
Received: 18 April 2000
Accepted: 11 July 2000
Published: 15 November 2000
This paper presents simulation formulae of two-sided truncated normal random variables using a completion distribution and its two corresponding conditionals generated via a Gibbs sampler. This procedure extends formulae given by Robert and Casella for the one-sided case.
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