Moments of a Truncated Bivariate Normal Distribution

Stacy Rosenbaum

Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1961 · 156 citations · 9 references

Concepts

Abstract

SUMMARY The moments are obtained for a bivariate normal distribution which is singly truncated with respect to both variables; the variables may be correlated. From these moments the parameters of the distribution can be estimated.

References

9