On the Mean and Variance of a Certain Conditional Distribution When the Underlying Distribution is Multivariate Normal
Titel:
On the Mean and Variance of a Certain Conditional Distribution When the Underlying Distribution is Multivariate Normal
Auteur:
Anderson, Dallas W.
Verschenen in:
Communications in statistics
Paginering:
Jaargang 4 (1975) nr. 12 pagina's 1161-1166
Jaar:
1975
Inhoud:
The mean and variance of the conditional distribution of Y, given a1 <X1 <b1, …, ap <Xp <bp, are obtained when Y, X1, …, Xp are assumed to have a multivariate normal distribution. Two special cases, p=l and cov(Xi, Xj)=0, i≠j, are considered in detail.
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