A completion simulator for the two-sided truncated normal distribution.
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.
Foulley
J L
JL
Station de génétique quantitative et appliquée, Institut national de la recherche agronomique, 78352 Jouy-en-Josas Cedex, France. foulley@jouy.inra.fr