Expectations of linear functions with respect to truncated multinormal distributions, with applications for uncertainty analysis in environmental modelling
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]
|Collections||ANU Research Publications|
|Source:||Environmental Modelling and Software|
|een0503.pdf||261.46 kB||Adobe PDF|
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