An approximation to percentiles of a variable of the bivariate normal distribution when the other variable is truncated, with applications

DOI10.1080/03610918408828842zbMath0559.62019OpenAlexW2089053556MaRDI QIDQ5185828

D. B. Owen, Y.-M. Chou

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918408828842

zbMATH Keywords

percentilesCornish-Fisher expansionscreeningpersonnel selectionbivariate cumulants tablesingly truncated bivariate normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Applications of statistics (62P99) Statistical distribution theory (62E99) Applications of statistics to psychology (62P15)

Related Items

Expressions for the normal distribution and repeated normal integrals, Using the Moment Generating Function to Estimate the Correlation Coefficient by the Method of Proof Loading, The nontruncated marginal of a truncated bivariate normal distribution

Cites Work

• Unnamed Item
• A table of normal integrals
• On cornish-fisher expansions with unknown cumulants
• On the sample correlation coefficient in the truncated bivariate normal population
• BI-VARIATE k-STATISTICS AND CUMULANTS OF THEIR JOINT SAMPLING DISTRIBUTION