Document Type

Article

Date

5-2005

Embargo Period

12-7-2012

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.

Source

local input

Creative Commons License

Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.

Included in

Economics Commons

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