Document Type
Article
Date
5-2005
Keywords
characteristic function, log-concavity, A-unimodality, MTP2
Disciplines
Economics
Description/Abstract
This note formalizes some analytical results on the n-dimensional multivariate truncated normal distribution where truncation is one-sided and at an arbitrary point. Results on linear transformations, marginal and conditional distributions, and independence are provided. Also, results on log-concavity, A-unimodality and the MTP_2 property are derived.
Recommended Citation
Horrace, William C., "Some Results on the Multivariate Truncated Normal Distribution" (2005). Economics - All Scholarship. 19.
https://surface.syr.edu/ecn/19
Source
local input
Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.
