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Moments of the censored and truncated bivariate normal distribution

 

作者: Bengt Muthén,  

 

期刊: British Journal of Mathematical and Statistical Psychology  (WILEY Available online 1990)
卷期: Volume 43, issue 1  

页码: 131-143

 

ISSN:0007-1102

 

年代: 1990

 

DOI:10.1111/j.2044-8317.1990.tb00930.x

 

出版商: Blackwell Publishing Ltd

 

数据来源: WILEY

 

摘要:

Published results on the moments of censored and truncated bivariate normal distributions do not include explicit formulas for all combinations of limits in a form that is readily adapted for computation. Moments for truncation and censoring that can take place both from above and below in both variables are given in a general form from which special cases are easily obtained. The attenuation of the correlation coefficients is studied in a series of graphs and related to examples of factor analysis.

 

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