A double recursion for calculating moments of the truncated normal distribution and its connection to change detection
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Publication:2283679
DOI10.1007/s11009-018-9622-7zbMath1434.62024OpenAlexW2790837353MaRDI QIDQ2283679
Michal Shauly-Aharonov, Moshe Pollak
Publication date: 13 January 2020
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-018-9622-7
Nonparametric hypothesis testing (62G10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Sequential statistical analysis (62L10)
Related Items (2)
Unified and non-recursive formulas for moments of the normal distribution with stripe truncation ⋮ A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
Uses Software
Cites Work
- A dynamic view to moment matching of truncated distributions
- Sequential detection of a change in a normal mean when the initial value is unknown
- Average run lengths of an optimal method of detecting a change in distribution
- Distribution of angular momentum in the transverse plane
- A robust surveillance scheme for stochastically ordered alternatives
- Surveillance of a Simple Linear Regression
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