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Correlation in a Singly Truncated Bivariate Normal Distribution

Published online by Cambridge University Press:  01 January 2025

M. A. Aitkin
M. A. Aitkin*
Affiliation:
University of Sydney, Sydney, N. S. W.
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Abstract

The correlation in a singly truncated binormal distribution is obtained in terms of Mills' ratio using the Mehler identity. A table of the correlation in the underlying distribution as a function of the correlation in the truncated distribution is presented, together with a diagram summarizing this relationship.

Information

Type
Original Paper
Information
Psychometrika , Volume 29 , Issue 3 , September 1964 , pp. 263 - 270
Copyright
Copyright © 1964 Psychometric Society

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Footnotes

*

I wish to express my appreciation to Professor H. O. Lancaster of the Department of Mathematical Statistics, Sydney University, for the suggestion of this problem.

References

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