One-dimensional marginal density functions of a truncated multivariate normal density function

DOI10.1080/03610929008830197zbMath0900.62264OpenAlexW2005292320MaRDI QIDQ3135360

Jack Cartinhour

Publication date: 17 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008830197

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items

Demystifying the bias from selective inference: a revisit to Dawid's treatment selection problem, A Mass-Shifting Phenomenon of Truncated Multivariate Normal Priors, A unified approach to multilevel sample selection models, The nontruncated marginal of a truncated bivariate normal distribution, Lower dimensional marginal density functions of absolutely continuous truncated multivariate distributions

Uses Software

• AS 195

Cites Work

• Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
• Recurrence relations for the moments of truncated multinormal distribution