A Note on the Sum of Non-Identically Distributed Doubly Truncated Normal Distributions

2020/08/18 by Chen, Hao, Han, Lanshan, Lim, Alvin
#FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2008.07954

Abstract

It is proved that the sum of n independent but non-identically distributed doubly truncated Normal distributions converges in distribution to a Normal distribution. It is also shown how the result can be applied in estimating a constrained mixed effects model.

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