Correlation in a singly truncated bivariate normal distribution |
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Authors: | M. A. Aitkin |
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Affiliation: | (1) University of Sydney, Sydney, N. S. W. |
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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.I wish to express my appreciation to Professor H. O. Lancaster of the Department of Mathematical Statistics, Sydney University, for the suggestion of this problem. |
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