Moments of a Class of Internally Truncated Normal Distributions

Title & Authors
Moments of a Class of Internally Truncated Normal Distributions
Kim, Hea-Jung;

Abstract
Moment expressions are derived for the internally truncated normal distributions commonly applied to screening and constrained problems. They are obtained from using a recursive relation between the moments of the normal distribution whose distribution is truncated in its internal part. Closed form formulae for the moments can be presented up to $\small{N^{th}}$ order under the internally truncated case. Necessary theories and two applications are provided.
Keywords
Internally truncated normal distribution;kurtosis;moment;skewness;
Language
English
Cited by
1.
A class of weighted multivariate elliptical models useful for robust analysis of nonnormal and bimodal data,;

Journal of the Korean Statistical Society, 2010. vol.39. 1, pp.83-92
1.
A class of weighted multivariate elliptical models useful for robust analysis of nonnormal and bimodal data, Journal of the Korean Statistical Society, 2010, 39, 1, 83
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