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Expectations of linear functions with respect to truncated multinormal distributions, with applications for uncertainty analysis in environmental modelling

Sharples, Jason J; Pezzey, John C.V

Description

This paper discusses results concerning multivariate normal distributions that are subject to truncation by a hyperplane and how such results can be applied to uncertainty analysis in the environmental sciences. We present a suite of results concerning truncated multivariate normal distributions, some of which already appear in the mathematical literature. The focus here is to make these types of results more accesible to the environmental science community and to this end we include a...[Show more]

CollectionsANU Research Publications
Type: Working/Technical Paper
URI: http://hdl.handle.net/1885/43104
http://digitalcollections.anu.edu.au/handle/1885/43104
Source: Environmental Modelling and Software
DOI: 10.1016/j.envsoft.2006.05.021

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