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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