Correlation in a singly truncated bivariate normal distribution
- 1 September 1964
- journal article
- Published by Cambridge University Press (CUP) in Psychometrika
- Vol. 29 (3) , 263-270
- https://doi.org/10.1007/bf02289723
Abstract
The correlation in a singly truncated binormal distribution is obtained in terms of Mills' ratio using the Mehler identity. A table of the correlation in the underlying distribution as a function of the correlation in the truncated distribution is presented, together with a diagram summarizing this relationship.Keywords
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