University of Sheffield

Tony O'Hagan - Academic pages - Abstracts


Moments of the Truncated Multivariate-t Distribution

A. O'Hagan

University of Warwick

Publication details: Unpublished.


The first and second moments of a multivariate-t distribution, truncated in some or all of its variates are expressed in terms of the probability integral of the untruncated distribution. This considerably reduces the amount og computation required to calculate these moments.

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Updated: 17 March 2009
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