Moments of the censored and truncated bivariate normal distribution | Zendy

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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.

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