The Moment Generating Function of the Truncated Multi-Normal Distribution 论文
1961Journal of the Royal Statistical Society Series B (Statistical Methodology)引用 357
Statistical Distribution Estimation and ApplicationsBayesian Methods and Mixture ModelsProbability and Risk Models
摘要
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.