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Moments of the censored and truncated bivariate normal distribution
Author(s) -
Muthén Bengt
Publication year - 1990
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1111/j.2044-8317.1990.tb00930.x
Subject(s) - bivariate analysis , censoring (clinical trials) , mathematics , truncation (statistics) , truncated normal distribution , statistics , computation , series (stratigraphy) , algorithm , paleontology , biology
Published results on the moments of censored and truncated bivariate normal distributions do not include explicit formulas for all combinations of limits in a form that is readily adapted for computation. Moments for truncation and censoring that can take place both from above and below in both variables are given in a general form from which special cases are easily obtained. The attenuation of the correlation coefficients is studied in a series of graphs and related to examples of factor analysis.