Moments of truncated normal/independent distributions

Genc A. İ.

STATISTICAL PAPERS, vol.54, no.3, pp.741-764, 2013 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 54 Issue: 3
  • Publication Date: 2013
  • Doi Number: 10.1007/s00362-012-0459-9
  • Journal Name: STATISTICAL PAPERS
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.741-764
  • Keywords: 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
  • Çukurova University Affiliated: Yes

Abstract

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.