[R] Generating samples from truncated multivariate Student-t distribution

[Czarek Kowalski]

Dear Members,
I am working with 6-dimensional Student-t distribution with 4 degrees
of freedom truncated to [20; 60]. I have generated 100 000 samples
from truncated multivariate Student-t distribution using rtmvt
function from package ‘tmvtnorm’. I have also calculated  mean vector
using equation (3) from attached pdf. The problem is, that after
summing all elements in one column of rtmvt result (and dividing by
100 000) I do not receive the same result as using (3) equation. Could
You tell me, what is incorrect, why there is a difference?
Yours faithfully
Czarek Kowalski
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