I have a question concerning generating samples for a given mean vector and covariance matrix.
mu = {0.422084, 0.518201, -1.13857, -1.34951, 0, 2};
cov = {{0.000749594187095, 0.000670223129197, -0.006164273736522,
-0.004243056424882, 0.011372890644823, 0.001311870031246},
{0.000670223129197, 0.001244975293461, -0.004710830597348,
-0.010103508140104, 0.004972780726833, 0.009465313700532},
{-0.006164273736522, -0.004710830597348, 0.094116175041483,
0.042219205628345, -0.371146407307241, -0.019976547027344},
{-0.004243056424882, -0.010103508140104, 0.042219205628345,
0.16237356863464, -0.072506782444349, -0.393141309425425},
{0.011372890644823, 0.004972780726833, -0.371146407307241,
-0.072506782444349, 3.22993771179459, 0.261221262531002},
{0.001311870031246, 0.009465313700532, -0.019976547027344,
-0.393141309425425, 0.261221262531002, 2.6882275522931}}
dist=
MultinormalDistribution[mu, cov];
I want to draw some samples between -1 and 1 but i cant even generate one sample with:
Anyone knows why this is the case? Am I missing something? RandomVariate[TruncatedDistribution[{-1, 1}, dist], 1]