Economics - Research Publications

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End date: 2002 × Author: Griffiths, William × Subject: Gibbs' sampler ×

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    A Gibbs' Sampler for the Parameters of a Truncated Multivariate Normal Distribution
    GRIFFITHS, WILLIAM ( 2002-09)
    The inverse distribution function method for drawing randomly from normal andtruncated normal distributions is used to set up a Gibbs' sampler for the posterior densityfunction of the parameters of a truncated multivariate normal distribution. The sampler isapplied to shire level rainfall for five shires in Western Australia.