A note on the conditional moments of a multivariate normal distribution confined to a convex set

DOI10.1016/0047-259X(80)90060-3zbMath0439.62033MaRDI QIDQ1142511

Shelby J. Haberman

Publication date: 1980

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

conditional momentsconvex setmultivariate normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Geometric probability and stochastic geometry (60D05) Exact distribution theory in statistics (62E15)

Related Items (1)

Limits on log odds ratios for unidimensional item response theory models

Cites Work

• On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
• Reduction of variance for Gaussian densities via restriction to convex sets
• Unnamed Item

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