Simulation of truncated normal variables [reprint]
As I do get on a very regular basis emailed requests for reprints of my 1995 Statistics and Computing paper “Simulation of truncated normal variables”, I decided to put a reprint of the original version on arXiv. As is (or was), i.e., in the TEX format of 1992… I take the opportunity, though, to recall here that a fundamentally identical solution was proposed by John Geweke in the Proceedings of the 23rd Symposium in the Interface in 1991. Although I was unaware of this paper until John pointed it out to me, it is the one deserving the citation.
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