ONE-DIMENSIONAL MARGINAL DENSITY-FUNCTIONS OF A TRUNCATED MULTIVARIATE NORMAL DENSITY-FUNCTION

被引：19

作者：

CARTINHOUR, J

机构：

[1] School of Electrical and Computer Engineering, Oklahoma State University, Stillwater, OK

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1990年 / 19卷 / 01期

关键词：

density function; marginal; truncated multivariate normal;

D O I：

10.1080/03610929008830197

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The single variable marginal density function of a truncated multivariate normal density function is derived in a form that can be evaluated using an available computer algorithm. It is shown that the marginal density function is a truncated normal density function multiplied by a “skew function”. © 1990, Taylor & Francis Group, LLC. All rights reserved.

引用

页码：197 / 203

页数：7