Estimating the parameters of a doubly truncated normal distribution

DOI10.1080/03610918708812582zbMath0609.62040OpenAlexW1649347302MaRDI QIDQ3749915

Ram C. Dahiya, Mukul M. Mittal

Publication date: 1987

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918708812582

zbMATH Keywords

nonexistencemaximum likelihood estimationSimulationsmodified maximum likelihoodmixed estimationBayes modal estimatorsdoubly truncated normal distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Related Items (4)

MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS OF THE TRUNCATED CAUCHY DISTRIBUTION ⋮ Estimation of the parameters in a truncated normal distribution ⋮ Estimating the parameters of a truncated weibull distribution ⋮ Forecasting a class of doubly stochastic Poisson processes

Uses Software

• IMSL Numerical Libraries

Cites Work

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• Estimating the parameters of a truncated normal distribution
• On Parameter Estimation for Truncated Pearson Type III Distributions
• Estimation of Parameters of Truncated or Censored Exponential Distributions
• Estimating Population Size with Exponential Failure
• Estimating the Mean and Variance of Normal Populations from Singly Truncated and Doubly Truncated Samples

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