draw samples from multivariable normal distribution while satisfy constraints

Dear all,
I would like to draw a sample from uncorrelated Gaussian distribution, i,e, . In addition, I want them to satisfy an inequality constraint . Could anybody please give me a hint on this or refer me to some literature?
Thank you in advance.

Respuestas (0)

Productos

Versión

R2019b

Etiquetas

Preguntada:

el 2 de Oct. de 2019

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by