Estimation of the parameters in a truncated normal distribution |
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Authors: | Laxman M Hegde Ram C Dahiya |
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Institution: | 1. Department of Mathematics , Marshall University , Huntington, WV, 25701;2. Department of Math. &3. Stat , Old Dominion University , Norfolk, VA, 23508 |
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Abstract: | This paper deals with the estimation of the parameters of doubly truncated and singly truncated normal distributions when truncation points are known. We derive, for these families, a necessary and sufficient condition for the maximum likelihood estimator(MLE) to be finite. Furthermore, the probability of the MLE being infinite is positive. A simulation study for single truncation is carried out to compare the modified maximum likelihood estimator, and the mixed estimator. |
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Keywords: | maximum likelihood estimator exponential family probability of nonexistenece |
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