One-dimensional marginal density functions of a truncated multivariate normal density function

作者：Jack Cartinhour · 发表于：Communication in Statistics- Theory and Methods · 年份：1990 · DOI：10.1080/03610929008830197 · 被引用次数：34 · 研究领域：Bayesian Methods and Mixture Models、Advanced Statistical Methods and Models、Statistical Methods and Inference

The single variable marginal density function of a truncated multivariate normal density function is derived in a form that can be evaluated using an available computer algorithm. It is shown that the marginal density function is a truncated normal density function multiplied by a “skew function”