Lower dimensional marginal density functions of absolutely continuous truncated multivariate distributions

Engin A. Sungur, Milorad S. Kovacevic

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

The lower dimensional marginal density functions of a truncated multivariate density function is derived in general, and shown that it is a function of untruncated marginal density function, appropriately defined conditional distribution function and size of the multivariate truncation region. As a special case, lower dimensional marginal density function of a truncated multivariate normal distribution is given.

Original languageEnglish (US)
Pages (from-to)1569-1578
Number of pages10
JournalCommunications in Statistics - Theory and Methods
Volume20
Issue number5-6
DOIs
StatePublished - Jan 1 1991

Keywords

  • marginal density functions
  • truncated distributions
  • truncated multivariate normal

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