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.
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--
David Winsemius, MD
West Hartford, CT
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