Unified and non-recursive formulas for moments of the normal distribution with stripe truncation
From MaRDI portal
Publication:5104490
DOI10.1080/03610926.2020.1867742MaRDI QIDQ5104490
Publication date: 14 September 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1867742
incomplete gamma function; higher-order moments; double truncation; raw/central/absolute moments; parabolic cylinder distribution
62-XX: Statistics
Related Items
The multivariate t -distribution with multiple degrees of freedom, A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Multivariate truncated moments
- The nontruncated marginal of a truncated bivariate normal distribution
- A multivariate tail covariance measure for elliptical distributions
- Selection and breeding
- A double recursion for calculating moments of the truncated normal distribution and its connection to change detection
- Multivariate elliptical truncated moments
- Multivariate tail conditional expectation for elliptical distributions
- Distributions having the Gamma properties
- Coherent Measures of Risk
- Elliptical and Radial Truncation in Normal Populations
- On Estimating the Mean and Standard Deviation of Truncated Normal Distributions
- Effect of Linear Truncation on a Multinormal Population