I would like to ask for your kind help for my above basic statistics
problem.
Suppose the pdf and variance of a continuous random variable x are
f(.) and vx respectively.
Let z be the truncated random variable of x, with pdf g(.)=f(.)/Prob(x<a).
Let the variance of z is vz.
The question is: is vz < vx ?
if f(.) is normal distribution, I know this is true from Greene's
econometric textbook. But it seems there is no answer to the general pdf.
You may fax me to +852 2339 5580 if you like.
Many thanks for your kind help.
Yue Ma
Economics Dept
Hong Kong Baptist University
http://www.hkbu.edu.hk/~yuema
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http://scottie.stir.ac.uk/~yma01
I am visiting HK for 10 months between 1 Sept. 98 to 30 June 99:
Dr Yue Ma, Econ. Dept., Hong Kong Baptist University, Kowloon Tong, Hong Kong
Tel: + 852 2339 7544, Fax: + 852 2339 5580, Email: [log in to unmask]
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