[R] random truncation

Abby Spurdle @purd|e@@ @end|ng |rom gm@||@com
Sat Jul 13 05:31:46 CEST 2019


> The distribution of the randomly truncated variable has thus four
> parameters: a, b, mu and sigma.  I was able to write down the likelihood
> and attempted to maximise it

I read the Wikipedia article more carefully.
The formula is relatively simple, and is based on the application of Bayes
Theorem.
If one doesn't want to work out the integral, numerical methods can be used.

However, the problem needs to be defined *precisely* first.

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