Moments of a Truncated Bivariate Normal Distribution

1961156 citationsJournal Article

Authors

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.

Topics & Keywords

Statistical Distribution Estimation and Applications Statistical Methods and Bayesian Inference Probability and Risk Models

UN Sustainable Development Goals

Reduced inequalities

Publication Details

Published in: Journal of the Royal Statistical Society Series B (Statistical Methodology)

Volume 23, Issue 2, pp. 405-408

DOI: 10.1111/j.2517-6161.1961.tb00422.x

Field-Weighted Citation Impact: 2.72