Recurrence relations for the moments of truncated multinormal distribution
- 1 January 1976
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 5 (9) , 855-865
- https://doi.org/10.1080/03610927608827402
Abstract
In this paper some recurrence relations of moments of doubly truncated multivariate normal distribution are obtained. The bivariate case is given as an example and some applications are indicated.Keywords
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