• 제목/요약/키워드: Internally truncated normal distribution

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Moments of a Class of Internally Truncated Normal Distributions

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • 제14권3호
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    • pp.679-686
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    • 2007
  • 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.