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Estimation of Parameters of a Truncated Bivariate Normal Distribution

Authors :
M. C. Jaiswal
C. G. Khatri
Source :
Journal of the American Statistical Association. 58:519-526
Publication Year :
1963
Publisher :
Informa UK Limited, 1963.

Abstract

Estimates of parameters of a singly truncated bivariate normal distribution have been directly obtained using eight (or nine) moments. Asymptotic variances and covariances of these estimates are given and they are compared with those of maximum likelihood estimates.

Subjects

Subjects :
Statistics and Probability
Estimation
Maximum likelihood
Statistics
Asymptotic distribution
Multivariate normal distribution
Statistics, Probability and Uncertainty
Maximum likelihood sequence estimation
Generalized normal distribution
Mathematics

Details

ISSN :
1537274X and 01621459
Volume :
58
Database :
OpenAIRE
Journal :
Journal of the American Statistical Association
Accession number :
edsair.doi...........198fbe299bd415161d3845dc187cb71f
Full Text :
https://doi.org/10.1080/01621459.1963.10500866
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