Supposing I have data which I know is normally distributed, but because the recording process is right censored, how do I estimate the parameters of the distribution?

  • 2
    $\begingroup$ One solution (out of many possible) is given, with working code, at stats.stackexchange.com/a/49456. $\endgroup$ – whuber Aug 14 '15 at 4:53
  • $\begingroup$ My answer was wrong, so I deleted it. Probably the formula's you are looking for are on page 20 of people.sc.fsu.edu/~jburkardt/presentations/truncated_normal.pdf $\endgroup$ – user83346 Aug 14 '15 at 9:44
  • $\begingroup$ @fcoppens Your (deleted) answer and your comment confuse censoring with truncation. It is important to distinguish them and treat them differently. $\endgroup$ – whuber Aug 14 '15 at 13:42
  • $\begingroup$ Thanks @whuber! Do you happen to have pointers to any of the other many possible methods? Or at least search terms I should use? $\endgroup$ – 2daaa Aug 14 '15 at 13:57
  • 2
    $\begingroup$ It looks like the answer @kjetilbhalvorsen cited does answer the question, but the title of the question is so different that it looks like a completely different question $\endgroup$ – Peter Flom May 2 '17 at 11:25