characteristic function, log-concavity, A-unimodality, MTP2
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.
Horrace, William C., "Some Results on the Multivariate Truncated Normal Distribution" (2005). Economics Faculty Scholarship. Paper 19.
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