Recurrence relations for the moments of truncated multinormal distribution

DOI10.1080/03610927608827402zbMath0336.62009OpenAlexW2047829505MaRDI QIDQ4104711

Arjun K. Gupta, Derrick Shannon Tracy

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1080/03610927608827402

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items

Multivariate truncated moments ⋮ An analysis of longitudinal data with nonignorable dropout using the truncated multivariate normal distribution ⋮ Hermite polynomials and truncated trivariate normal distributions ⋮ Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution ⋮ One-dimensional marginal density functions of a truncated multivariate normal density function

Cites Work

• Restriction and Selection in Multinormal Distributions
• Correlation in a Bivariate Normal Distribution with Truncation in Both Variables
• MEANS AND STANDARD DEVIATIONS OF A TRUNCATED NORMAL BIVARIATE DISTRIBUTION