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Moments of a Class of Internally Truncated Normal Distributions
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 Title & Authors
Moments of a Class of Internally Truncated Normal Distributions
Kim, Hea-Jung;
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 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 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 crossref(new window)
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  crossref(new windwow)
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