truncated distributions

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truncated distributions

 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.
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Re: truncated distributions

 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 ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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Re: truncated distributions

 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), 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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Re: truncated distributions

 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. > > -- > View this message in context: http://r.789695.n4.nabble.com/truncated-distributions-tp3422245p3422434.html> Sent from the R help mailing list archive at Nabble.com. -- David Winsemius, MD West Hartford, CT ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.