Moments of truncated continuous univariate distributions
详细信息   
摘要
Truncated moment expressions (TMEs), defined as moment equations for truncated or incomplete distributions, are derived for several continuous univariate distributions commonly applied to hydrologic problems, including normal, lognormal, Pearson type III, log Pearson type III, and extreme value (Weibull and Gumbel) distributions. Solutions for gamma, tanks-in-series, and exponential distributions result as special cases. For most of the distributions considered here, closed form TMEs are presented for Nth order moments for the general case of double truncation (both upper and lower bounds). For the normal and Gumbel distributions, TMEs are presented only for moments of order N={0,1,2,3} and {0,1}, respectively. The derived TMEs are used to evaluate the effect of truncation on measured moments. The relative error between the first four truncated and complete moments is calculated as a function of both upper and lower truncation point.