On Estimating the Parameters of Truncated Trivariate Normal Distributions

Authors

  • M. N. Bhattacharyya Defence Science Laboratory, Delhi
  • V.V.N. Rao Defence Science Laboratory, Delhi
  • K. S. Kapoor Defence Science Laboratory, Delhi

DOI:

https://doi.org/10.14429/dsj.19.7485

Keywords:

Asymptotic variances, Parameters, Trivariate normal distribution

Abstract

Maximum likehood estimates of the parameters of a trivariate normal distribution, with single truncation on two-variates, have been derived in this paper. The information matrix has also been given from which the asymptotic variances and covariances might be obtained for the estimates of the parameters of the restricted variables. Numerical examples have been worked out.

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Published

2014-05-23

How to Cite

Bhattacharyya, M. N., Rao, V., & Kapoor, K. S. (2014). On Estimating the Parameters of Truncated Trivariate Normal Distributions. Defence Science Journal, 19(3), 157–166. https://doi.org/10.14429/dsj.19.7485

Issue

Vol. 19 No. 3

Section

Research Papers

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