I need to sample a random variable from truncated distribution everytime in MCMC. Suppose, the upper (a) and lower (b) bounds are far from the location parameter (c) and the scale parameter is relatively small, i.e,. b<=a<=c, and c is far greater than a and b. The chance to sample using slice sampling is trivival. It's almost impossible to sample it from such a truncated distribution. However, the problem is quite often in some cases. What should I do in dealing with this scenario?
Many thanks, Nicole . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
