Correlation in a Singly Truncated Bivariate Normal Distribution
PsychometrikaPublished 1 September 1964
Murray Aitkin
Citations36
SJR quartileQ1
SJR score1.90
SNIP2.06
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TL;DR
The correlation in a singly truncated binormal distribution is obtained in terms of Mills' ratio using the Mehler identity and a table of the correlations in the underlying distribution as a function of the correlation in the truncated distribution is presented.
Abstract
The correlation in a singly truncated binormal distribution is obtained in terms of Mills' ratio using the Mehler identity. A table of the correlation in the underlying distribution as a function of the correlation in the truncated distribution is presented, together with a diagram summarizing this relationship.
Keywords
Computer ScienceMathematics
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