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Publication Detail

Title: Properties of Doubly-Truncated Gamma Variables.

Authors: Coffey, Christopher S; Muller, Keith E

Published In Commun Stat Theory Methods, (2000 Feb 01)

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.

PubMed ID: 24465079 Exiting the NIEHS site

MeSH Terms: No MeSH terms associated with this publication

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