Integral, mean and covariance of the simplex-truncated multivariate normal distribution.

ABSTRACT: Compositional data, which is data consisting of fractions or probabilities, is common in many fields including ecology, economics, physical science and political science. If these data would otherwise be normally distributed, their spread can be conveniently represented by a multivariate normal distribution truncated to the non-negative space under a unit simplex. Here this distribution is called the simplex-truncated multivariate normal distribution. For calculations on truncated distributions, it is often useful to obtain rapid estimates of their integral, mean and covariance; these quantities characterising the truncated distribution will generally possess different values to the corresponding non-truncated distribution. In this paper, three different approaches that can estimate the in

SUBMITTER: Adams MP 

PROVIDER: S-EPMC9307197 | biostudies-literature | 2022

REPOSITORIES: biostudies-literature