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MOMENTS OF A LINEARLY TRUNCATED BIVARIATE NORMAL DISTRIBUTION 1
Author(s) -
Nath G. Baikunth
Publication year - 1972
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1972.tb00345.x
Subject(s) - bivariate analysis , mathematics , distribution (mathematics) , truncated normal distribution , multivariate normal distribution , mathematical analysis , statistics , multivariate statistics
SUMMARY The moments are obtained for a bivariate normal distribution which is linearly truncated with respect to both variables; the variables may be correlated. From these moments the parameters of the distribution can be estimated.