Moments of truncated normal/independent distributions

被引：14
|
作者：
Genc, Ali I. [1 ]
机构：
[1] Cukurova Univ, Dept Stat, TR-01330 Adana, Turkey
来源：
STATISTICAL PAPERS | 2013年 / 54卷 / 03期
关键词：
Truncated Pearson type VII distribution; Truncated slash distribution; Truncated contaminated normal distribution; Truncated double exponential distribution; Truncated variance gamma distribution; BAYESIAN-ESTIMATION; T-DISTRIBUTION; PARAMETERS; VARIABLES; SYMMETRY;
D O I：
10.1007/s00362-012-0459-9
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this work we have considered the problem of finding the moments of a doubly truncated member of the class of normal/independent distributions. We obtained a general result and then use it to derive the moments in the case of doubly truncated versions of Pearson type VII distribution, slash distribution, contaminated normal distribution, double exponential distribution and variance gamma distribution. We also give an application of some actuarial data.
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页码：741 / 764
页数：24
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