A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
Haruhiko Ogasawara
Topics & Concepts
MathematicsTruncation (statistics)Hypergeometric functionApplied mathematicsTruncated normal distributionMultivariate normal distributionTruncation errorMultivariate statisticsBivariate analysisMathematical analysisNormal distributionStatisticsStatistical Distribution Estimation and ApplicationsProbabilistic and Robust Engineering DesignHydrology and Drought Analysis