Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Moments of a Class of Internally Truncated Normal Distributions

  • Published : 2007.12.31
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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 $N^{th}$ order under the internally truncated case. Necessary theories and two applications are provided.

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References

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