The Moment Generating Function of the Truncated Multi-Normal Distribution
Author:
Affiliation:
1. Division of Animal Genetics; C.S.I.R.O.; Glebe N.S.W.
Publisher
Wiley
Subject
Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.2517-6161.1961.tb00408.x/fullpdf
Reference7 articles.
1. On the effect of truncation in some or all co-ordinates of a multi-normal population;Birnbaum;J. Indian Soc. agric. Statist.,1953
2. Tables for computing bivariate normal probabilities;Owen;Ann. math. Statist.,1956
3. A reduction formula for normal multivariate integrals;Plackett;Biometrika,1954
4. A table for computing trivariate normal probabilities;Steck;Ann. math. Statist.,1958
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