In this paper we define doubly truncated two piece bivariate normal distribution. We have estimated the mean, variance and correlation coefficient of this distribution by method of moments. Results regarding singly truncated two piece bivariate normal distribution have been shown as a particular case of doubly truncated two piece bivariate normal distribution.
Keywords: Doubly truncated two piece bivariate normal distribution, Recurrence relation, lower truncation, method of moments, upper truncation
