A Gibbs’ Sampler for the Parameters of a Truncated Multivariate Normal Distribution
The inverse distribution function method for drawing randomly from normal and truncated normal distributions is used to set up a Gibbs’ sampler for the posterior density function of the parameters of a truncated multivariate normal distribution. The sampler is applied to shire level rainfall for five shires in Western Australia.
|Date of creation:||2002|
|Date of revision:|
|Contact details of provider:|| Postal: Department of Economics, The University of Melbourne, 4th Floor, FBE Building, Level 4, 111 Barry Street. Victoria, 3010, Australia|
Phone: +61 3 8344 5355
Fax: +61 3 8344 6899
Web page: http://fbe.unimelb.edu.au/economics
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- John Freebairn & Bill Griffiths, 2006. "Introduction," The Economic Record, The Economic Society of Australia, vol. 82(s1), pages S1-S1, 09.
- Gary Koop & Mark F J Steel, 1999. "Bayesian Analysis of Stochastic Frontier Models," ESE Discussion Papers 19, Edinburgh School of Economics, University of Edinburgh.
- William E Griffiths & Lisa S Newton & Christopher J O’Donnell, 2008.
"Predictive Densities for Shire Level Wheat Yield in Western Australia,"
Department of Economics - Working Papers Series
1051, The University of Melbourne.
- Griffiths, William E. & Newton, Lisa S. & O'Donnell, Christopher J., 2001. "Predictive Densities for Shire Level Wheat Yield in Western Australia," 2001 Conference (45th), January 23-25, 2001, Adelaide 125645, Australian Agricultural and Resource Economics Society.
When requesting a correction, please mention this item's handle: RePEc:mlb:wpaper:856. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Katherine Perez)
If references are entirely missing, you can add them using this form.