Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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On the Distribution and Its Properties of the Sum of a Normal and a Doubly Truncated Normal

  • Published : 2006.08.31
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Abstract

This paper proposes a class of distributions which is useful in making inferences about the sum of values from a normal and a doubly truncated normal distribution. It is seen that the class is associated with the conditional distributions of truncated bivariate normal. The salient features of the class are mathematical tractability and strict inclusion of the normal and the skew-normal laws. Further it includes a shape parameter, to some extent, controls the index of skewness so that the class of distributions will prove useful in other contexts. Necessary theories involved in deriving the class of distributions are provided and some properties of the class are also studied.

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References

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