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:|
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- 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.
- 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.
- Gary Koop & Mark F J Steel, 1999. "Bayesian Analysis of Stochastic Frontier Models," ESE Discussion Papers 19, Edinburgh School of Economics, University of Edinburgh.
- John Freebairn & Bill Griffiths, 2006. "Introduction," The Economic Record, The Economic Society of Australia, vol. 82(s1), pages S1-S1, 09.
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