Displaying 2 results from an estimated 2 matches for "nieprawda".
2017 Aug 02
0
Generating samples from truncated multivariate Student-t distribution
...expected the difference between theory and a sample
>>>> of realizations of RV's and result mean should still be a random
>>>> variable. But, for example for 4th element of mean vector: 35.31 -
>>>> 34.69571 = 0.61429. It is quite big difference, nieprawda?? I have
>>>> expected that the difference would be smaller because of law of large
>>>> numbers (for 10mln samples the difference is quite similar).
>>>
>>> I for one have no idea what is meant by a "4th element of mean vector"....
2017 May 09
3
Generating samples from truncated multivariate Student-t distribution
Dear Members,
I am working with 6-dimensional Student-t distribution with 4 degrees
of freedom truncated to [20; 60]. I have generated 100 000 samples
from truncated multivariate Student-t distribution using rtmvt
function from package ?tmvtnorm?. I have also calculated mean vector
using equation (3) from attached pdf. The problem is, that after
summing all elements in one column of rtmvt result