An Inequality and Its Application to the Truncated Distributions.

Abstract

The properties of the truncated distributions for the various families of probability densities have been well discussed in the literature. Also, well known are the expressions for mean, variance and higher order moments of truncated distributions, corresponding to certain families. Johnson and Kotz present an excellent account of these properties almost in every chapter of their four-volume reference work on statistical distributions. This report derives a probability inequality, and then using this inequality, obtain a property of the variance of the subpopulation, obtained by truncating the superpopulation between two points for a certain family of density function bearing some mild conditions. The variance of the univariate truncated distribution increases with the value of the truncation point. Additional keywords: probability density functions. (Author).

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1985
Accession Number
ADA153115

Entities

People

  • R. Khattree
  • Y. Q. Yin

Organizations

  • University of Pittsburgh

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Classification
  • Data Science
  • Distribution Functions
  • Governments
  • Inequalities
  • Information Science
  • Multivariate Analysis
  • Probability
  • Probability Density Functions
  • Random Variables
  • Security
  • Statistical Distributions
  • Truncation
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.
  • Statistical inference.