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

Matthew P. Adams

doi:10.1371/journal.pone.0272014

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Open Access

Peer-reviewed

Research Article

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

Matthew P. Adams

Roles Conceptualization, Formal analysis, Funding acquisition, Methodology, Software, Visualization, Writing – original draft, Writing – review & editing

* E-mail: mp.adams@qut.edu.au

Affiliations School of Mathematical Sciences, Queensland University of Technology, Brisbane, Queensland, Australia, Centre for Data Science, Queensland University of Technology, Brisbane, Queensland, Australia, School of Chemical Engineering, The University of Queensland, St Lucia, Queensland, Australia

https://orcid.org/0000-0003-4875-0225

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

Matthew P. Adams

Published: July 22, 2022
https://doi.org/10.1371/journal.pone.0272014

About the Authors

Matthew P. Adams

Roles Conceptualization, Formal analysis, Funding acquisition, Methodology, Software, Visualization, Writing – original draft, Writing – review & editing

* E-mail: mp.adams@qut.edu.au

Affiliations School of Mathematical Sciences, Queensland University of Technology, Brisbane, Queensland, Australia, Centre for Data Science, Queensland University of Technology, Brisbane, Queensland, Australia, School of Chemical Engineering, The University of Queensland, St Lucia, Queensland, Australia

https://orcid.org/0000-0003-4875-0225

Competing Interests

The authors have declared that no competing interests exist.

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Covariance
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Normal distribution
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Algorithms
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Integrals
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Probability density
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Ellipses
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Probability distribution
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Simulation and modeling
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