Integral, mean and covariance of the simplex-truncated multivariate normal distribution
Fig 2
Application of the inclusion-exclusion principle to express the target region enclosed by the non-negative space under a simplex in two dimensions (x1 ≥ 0, x2 ≥ 0, x1 + x2 ≤ 1) in terms of domains that are truncated by no more than two constraints.
Figure adapted from [12].