On Apr 2, 2011, at 11:06 AM, statfan wrote:

> I am sampling from the truncated multivariate student t distribution

> "rtmvt"

> in the package {tmvtnorm}. My question is about the mean vector. Is

> it

> possible to define a mean vector outside of the truncated region?

> Thank you

> in advance for any help.

In what sense are you interpreting the word "mean"? The "mean" in the

specification of a truncated distribution is probably not going to be

the expected value of a random variable from such a distribution, but

rather refers to the parent distribution's mean.

> print(x=rtmvnorm(10, mean=0, sigma=1, lower=0.5, upper=1), digits=3)

[,1]

[1,] 0.984

[2,] 0.528

[3,] 0.529

[4,] 0.550

[5,] 0.832

[6,] 0.788

[7,] 0.775

[8,] 0.631

[9,] 0.832

[10,] 0.558

--

David Winsemius, MD

West Hartford, CT

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