R help - Apr 2011 - 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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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