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http://dx.doi.org/10.5351/CKSS.2007.14.3.679

Moments of a Class of Internally Truncated Normal Distributions  

Kim, Hea-Jung (Department of Statistics, Dongguk University)
Publication Information
Communications for Statistical Applications and Methods / v.14, no.3, 2007 , pp. 679-686 More about this Journal
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.
Keywords
Internally truncated normal distribution; kurtosis; moment; skewness;
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Times Cited By KSCI : 1  (Citation Analysis)
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