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?
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2One solution (out of many possible) is given, with working code, at http://stats.stackexchange.com/a/49456. – whuber Aug 14 '15 at 04:53
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My answer was wrong, so I deleted it. Probably the formula's you are looking for are on page 20 of http://people.sc.fsu.edu/~jburkardt/presentations/truncated_normal.pdf – Aug 14 '15 at 09:44
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@fcoppens Your (deleted) answer and your comment confuse censoring with truncation. It is important to distinguish them and treat them differently. – whuber Aug 14 '15 at 13:42
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Thanks @whuber! Do you happen to have pointers to any of the other many possible methods? Or at least search terms I should use? – 2daaa Aug 14 '15 at 13:57
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Censoring is a big deal in some specialized (but popular) fields, which are busy rediscovering each other's methods. One set of methods comes from survival analysis. Another is developed in chemometrics (which is primarily concerned with left-censoring, but everything applies to right-censoring too). See Dennis Helsel's book, for instance. – whuber Aug 14 '15 at 14:18
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2It 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 – Peter Flom May 02 '17 at 11:25