Statistics and Computing

, Volume 5, Issue 2, pp 121–125 | Cite as

Simulation of truncated normal variables

  • Christian P. Robert


We provide simulation algorithms for one-sided and two-sided truncated normal distributions. These algorithms are then used to simulate multivariate normal variables with convex restricted parameter space for any covariance structure.


Accept-reject Gibbs sampling Markov chain Monte Carlo censored models order-restricted models 


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Copyright information

© Chapman & Hall 1995

Authors and Affiliations

  • Christian P. Robert
    • 1
  1. 1.URA CNRS 1378, Université de Rouen and CRESTInsee, ParisFrance

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