Estimation of Parameters in a Truncated Trivariate Normal Distribution  

Oleh:

Votaw, D. F. ; Rafferty, J. A. ; Deemer, W. L.

Jenis: Article from Journal - e-Journal
Dalam koleksi: Psychometrika: A Journal of Quantitative Psychology vol. 15 no. 4 (Dec. 1950), page 339-347.
Topik: Parameters; Preliminary Calculations; Trivariate Normal Distribution
Fulltext: Estimation of Parameters in a Truncated Trivariate Normal Distribution.pdf (322.46KB)

Isi artikel

This paper gives maximum-likelihood estimators for certain parameters in a truncated trivariate normal distribution when the values of the other parameters are known. The estimators are functions of a random sample. Approximate variances and covariances of the estimators, when the sample size is large, are also given. The type of truncation considered is merely restriction of the range of one of the variates, whose true mean and variance are assumed to be known. Two cases of such restriction are treated: (a) (d =x < + 8); (b) (- 8

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