I bought the Anthology and I installed all the Morrowind discs in order of release. Bloodmoon started but Tribunal won't. I've slept, waited, rested in the wilderness but no assassin. I've googled around but no solution can be found. I checked my .esm's and they are all active.

The attacks are random.
Sometimes they won't happen for awhile, sometimes right away.

Go to Ebonheart and see if http://www.uesp.net/wiki/Tribunal:Apelles_Matius is there. (walking around near the "back" of the town, up on the battlement)
If he is there, then everything is working correctly.

Thanks for your answer! I was under the impression it happened as soon as you slept after installing. I know Tribunal is installed cause of the improved journal. I'll just have to wait till they come to me!