Article ID Journal Published Year Pages File Type
10524750 Journal of Multivariate Analysis 2005 13 Pages PDF
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
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