Premium
A study of the effects of truncation in bivariate normal distribution
Biometrical JournalPeer ReviewedGupta A. K. +11980Journals
The moments of bivariate normal distribution, which is truncated with respect to both the random variables, are obtained by using the orthogonal expansion of the distribution and the properties of HERMITE polynomials. In particular the correlation coefficient of the truncated distribution is derived in terms of the actual correlation coefficient. In order to study the effect of truncation tables have been prepared of this correlation coefficient for certain given values of the actual correlation coefficient and for a few selected values of the points of truncation. A listing of the computer program for this purpose is also given.

This content is not available in your region!

Continue researching from Zendy home

Having issues? Contact support