A Note on the Sum of Non-Identically Distributed Doubly Truncated Normal Distributions
Statistics Theory
2021-07-30 v8 Methodology
Statistics Theory
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.
Cite
@article{arxiv.2008.07954,
title = {A Note on the Sum of Non-Identically Distributed Doubly Truncated Normal Distributions},
author = {Hao Chen and Lanshan Han and Alvin Lim},
journal= {arXiv preprint arXiv:2008.07954},
year = {2021}
}