Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10524750 | Journal of Multivariate Analysis | 2005 | 13 Pages |
Abstract
This note formalizes some analytical results on the n-dimensional multivariate truncated normal distribution where truncation is one-sided and at an arbitrary point. Results on linear transformations, marginal and conditional distributions, and independence are provided. Also, results on log-concavity, A-unimodality and the MTP2 property are derived.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
William C. Horrace,