论文信息 - Correlation in a singly truncated bivariate normal distribution

Correlation in a singly truncated bivariate normal distribution

The correlation in a singly truncated binormal distribution is obtained in terms of Mills' ratio using the Mehler identity. A table of the correlation in the underlying distribution as a function of the correlation in the truncated distribution is presented, together with a diagram summarizing this relationship.

M. Aitkin | M. A. Aitkin

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