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The singly truncated normal distribution: A non-steep exponential family

  • Maximam Likelihood Procedures
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Abstract

This paper is concerned with the maximum likelihood estimation problem for the singly truncated normal family of distributions. Necessary and suficient conditions, in terms of the coefficient of variation, are provided in order to obtain a solution to the likelihood equations. Furthermore, the maximum likelihood estimator is obtained as a limit case when the likelihood equation has no solution.

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del Castillo, J. The singly truncated normal distribution: A non-steep exponential family. Ann Inst Stat Math 46, 57–66 (1994). https://doi.org/10.1007/BF00773592

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  • DOI: https://doi.org/10.1007/BF00773592

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