Moments of truncated normal/independent distributions
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. Copyright Springer-Verlag 2013
Year of publication: |
2013
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Authors: | Genç, Ali |
Published in: |
Statistical Papers. - Springer. - Vol. 54.2013, 3, p. 741-764
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Publisher: |
Springer |
Subject: | Truncated Pearson type VII distribution | Truncated slash distribution | Truncated contaminated normal distribution | Truncated double exponential distribution | Truncated variance gamma distribution |
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