> On May 9, 2017, at 10:09 AM, Czarek Kowalski <czarek230...@gmail.com> wrote: > > Dear Members, > I am working with 6-dimensional Student-t distribution with 4 degrees > of freedom truncated to [20; 60]. I have generated 100 000 samples > from truncated multivariate Student-t distribution using rtmvt > function from package ‘tmvtnorm’. I have also calculated mean vector > using equation (3) from attached pdf. The problem is, that after > summing all elements in one column of rtmvt result (and dividing by > 100 000) I do not receive the same result as using (3) equation. Could > You tell me, what is incorrect, why there is a difference?
I guess the question is why you would NOT expect a difference between theory and a sample of realizations of RV's? The result mean should still be a random variable, night wahr? > Yours faithfully > Czarek Kowalski > <truncatedT.pdf>______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. David Winsemius Alameda, CA, USA ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
