出版社:Defence Scientific Information & Documentation Centre
摘要:Maximum likehood estimates of the parameters of a trivariate normal distribution, with single truncation on two-variates, have been derived in this paper. The information matrix has also been given from which the asymptotic variances and covariances might be obtained for the estimates of the parameters of the restricted variables. Numerical examples have been worked out.
关键词:Asymptotic variances;Parameters;Trivariate normal distribution