[SciPy-User] random variable for truncated multivariate normal and t distributions

[josef.pktd at gmail.com]

(another random question)

I would like to generate random variables for multivariate normal and
t distributions that are truncated on a rectangular area (element wise
upper and lower bounds).

Is there anything better available than sampling from the un-truncated
distributions and throwing away the out of bounds samples ?

Josef