A mass-shifting phenomenon of truncated multivariate normal priors
A mass-shifting phenomenon of truncated multivariate normal priors
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DOI：
10.1080/01621459.2022.2129059
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发表时间：
2020-05
影响因子：
3.7
通讯作者：
Shuang Zhou;Pallavi Ray;D. Pati;A. Bhattacharya
中科院分区：
文献类型：
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作者：
Shuang Zhou;Pallavi Ray;D. Pati;A. Bhattacharya
结果表明，相依零均值正态分布截断为正直角的低维边缘密度呈现质量漂移现象。尽管截断的多元正态密度在原点具有模式，但边际
We show that lower-dimensional marginal densities of dependent zero-mean normal distributions truncated to the positive orthant exhibit a mass-shifting phenomenon. Despite the truncated multivariate normal density having a mode at the origin, the marginal