) and ) are defined by (2.2.3), and of course = F(T).

The variance of XT and the expected value of (XT - n. where XT designates the truncated random variable, follow as

V(XT) = IJ.~- (1J.D2 = CT2[1 - Q(Q - ~)], (2.2.14) E(XT - n = IJ.; = cr(Q - ~).