Question: 'Suppose that j ; N; 2 is left-censored at j a, so that Y a for j a j for j >

'Suppose that j ; Nðµ; σ2Þ is left-censored at j ¼

a, so that Y ¼ a for j £ a j for j > a

, Using Equations 20.14 (on page 630) for the truncated normal distribution, show that (repeating Equations 20.16 on page 631)

EðYÞ ¼ aFðzaÞ þ ½ ) µ þ σmðzaÞ ½ ) 1 & FðzaÞ

VðYÞ ¼ σ2

½ ) 1 & FðzaÞ 1 & dðzaÞ þ ½ ) za & mðzaÞ 2 FðzaÞ

n o

Step by Step Solution

3.33 Rating (150 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Regression Analysis Questions!