A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation (Q2022559)
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English | A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation |
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A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation (English)
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29 April 2021
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double truncation
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higher-order moments
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incomplete gamma function
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Kummer's confluent hypergeometric function
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raw/central/absolute moments
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subtract cancellation errors
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