On Moments of Folded and Truncated Multivariate Normal Distributions
本文开发了涉及多元正态分布密度的积分递推关系，可快速计算折叠和截断多元正态分布的矩，并给出低阶矩的显式表达式。
Recurrence relations for integrals that involve the density of multivariate normal distributions are developed. These recursions allow fast computation of the moments of folded and truncated multivariate normal distributions. Besides being numerically efficient, the proposed recursions also allow us to obtain explicit expressions of low-order moments of folded and truncated multivariate normal distributions. Supplementary material for this article is available online.