In reply to Brian Field.

I should also mention that I am trying to generate 10,000 random draws, so I generated 25,000 and then simply excluded the draws outside of my desired interval. I have 19 variables, so I created a 25,000 x 19 matrix with each columns reflecting the marginal distribution for the corresponding variable.

I think I read somewhere (perhaps in Dr. Wicklin's text) that this approach could cause bias in the results.

So, I examined the marginal distributions for the individual columns in my output and I found that they do not appear to be normally distributed....nor do theie means and standard deviations match what I previously prescribed....this doesn't seem totally surprising to me. Should a truncated multivariate normal distribution retain the marginal distributions' characteristics? Further, should it retain the prescribed correlation structure that was imposed prior to excluding the results the existed outside of the chosen interval? I expect not.....So, let's assume I have 3 variables, each with a mean of 0.50 and a standard deviation of 0.75 and each with a pair wise correlation of 0.30. How do I simulate a truncated multivariate distribution with these characteristics so that resulting random variates are limited to the interval (0,1) and that correlation structure is retained? It doesn't seem reasonable to me to think that the standard deviation could be retained with the interval restriction. Am I missing something? Thanks!