TY - JOUR
T1 - Lower dimensional marginal density functions of absolutely continuous truncated multivariate distributions
AU - Sungur, Engin A.
AU - Kovacevic, Milorad S.
PY - 1991/1/1
Y1 - 1991/1/1
N2 - 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.
AB - 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.
KW - marginal density functions
KW - truncated distributions
KW - truncated multivariate normal
UR - http://www.scopus.com/inward/record.url?scp=84948249002&partnerID=8YFLogxK
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U2 - 10.1080/03610929108830584
DO - 10.1080/03610929108830584
M3 - Article
AN - SCOPUS:84948249002
VL - 20
SP - 1569
EP - 1578
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
SN - 0361-0926
IS - 5-6
ER -