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Estimation in Truncated Bivariate Normal Distributions

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  • G. Baikunth Nath

Abstract

The maximum likelihood estimates of the parameters are obtained for a bivariate normal distribution which is doubly, singly or linearly truncated with respect to both variables. The information matrix is given from which the asymptotic variances and covariances of the estimates of the parameters may be obtained. Numerical examples are included.

Suggested Citation

  • G. Baikunth Nath, 1971. "Estimation in Truncated Bivariate Normal Distributions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 20(3), pages 313-319, November.
    • Handle: RePEc:bla:jorssc:v:20:y:1971:i:3:p:313-319
    DOI: 10.2307/2346762
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