Integral, mean and covariance of the simplex-truncated multivariate normal distribution
Fig 5
Comparison of estimates of Z, and estimates of the elements of and
, obtained from implementation of the three methods presented in this paper, for 100 different simplex-truncated multivariate normal distributions
of dimension n = 4.
Notice that the semi-analytical method (plots in the right column) is starting to become inaccurate.