Journal article
Properties of doubly-truncated gamma variables
Communications in statistics. Theory and methods, Vol.29(4), pp.851-857
01/01/2000
DOI: 10.1080/03610920008832519
PMCID: PMC3898536
PMID: 24465079
Abstract
The truncated gamma distribution has been widely studied, primarily in life-testing and reliability settings. Most work has assumed an upper bound on the support of the random variable, i.e. the space of the distribution is (0,u). We consider a doubly-truncated gamma random variable restricted by both a lower (l) and upper (u) truncation point, both of which are considered known. We provide simple forms for the density, cumulative distribution function (CDF), moment generating function, cumulant generating function, characteristic function, and moments. We extend the results to describe the density, CDF, and moments of a doubly-truncated noncentral chi-square variable.
Details
- Title: Subtitle
- Properties of doubly-truncated gamma variables
- Creators
- Christopher S Coffey - Dept of Preventive Medicine , Vanderbilt Unive.School of MedKeith E Muller - Dept. of Biostatictics CB#7400 , University of North Carolina
- Resource Type
- Journal article
- Publication Details
- Communications in statistics. Theory and methods, Vol.29(4), pp.851-857
- DOI
- 10.1080/03610920008832519
- PMID
- 24465079
- PMCID
- PMC3898536
- NLM abbreviation
- Commun Stat Theory Methods
- ISSN
- 0361-0926
- eISSN
- 1532-415X
- Publisher
- Marcel Dekker, Inc
- Language
- English
- Date published
- 01/01/2000
- Academic Unit
- Biostatistics
- Record Identifier
- 9984214718302771
Metrics
22 Record Views