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Recurrence relations for the moments of truncated multinormal distribution |
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| Authors: | A K Gupta D S Tracy |
| Institution: | 1. The University of Michigan ,;2. The University of Windsor , |
| Abstract: | In this paper some recurrence relations of moments of doubly truncated multivariate normal distribution are obtained. The bivariate case is given as an example and some applications are indicated. |
| Keywords: | double truncation differentiation one- and two-step recurrence relations bivariate case fitting of distributions method of moments |