One-dimensional marginal density functions of a truncated multivariate normal density function
- 1 January 1990
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 19 (1) , 197-203
- https://doi.org/10.1080/03610929008830197
Abstract
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”Keywords
This publication has 4 references indexed in Scilit:
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