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The Moment Generating Function of the Truncated Multi-Normal Distribution
- Source :
- Journal of the Royal Statistical Society: Series B (Methodological). 23:223-229
- Publication Year :
- 1961
- Publisher :
- Wiley, 1961.
-
Abstract
- SUMMARY In this paper the moment generating function (m.g.f.) of the truncated n-dimensional normal distribution is obtained. From the m.g.f., formulae for E(Xi) and E(Xi Xj) are derived, and are used to investigate certain special cases. Some applications of these results to statistical genetics are also discussed.
- Subjects :
- Statistics and Probability
Half-normal distribution
010102 general mathematics
Mathematical analysis
Moment-generating function
01 natural sciences
Variance-gamma distribution
Normal distribution
Moment (mathematics)
010104 statistics & probability
Factorial moment generating function
0101 mathematics
Chi-squared distribution
Mathematics
Subjects
Details
- ISSN :
- 00359246
- Volume :
- 23
- Database :
- OpenAIRE
- Journal :
- Journal of the Royal Statistical Society: Series B (Methodological)
- Accession number :
- edsair.doi...........32ac3cd179688037c89e43a368abaec3