Estimation of parameters of doubly truncated normal distribution from first four sample moments

DOI10.1007/BF02869520zbMATH Open0146.40206OpenAlexW2065270227MaRDI QIDQ2524331FDOQ2524331

Yanyan Li

Publication date: 1966

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02869520

zbMATH Keywords

statistics

Cites Work

• Title not available (Why is that?)
• Estimation of Parameters in Truncated Pearson Frequency Distributions
• Estimating the Mean and Variance of Normal Populations from Singly Truncated and Doubly Truncated Samples
• On estimating the mean and variance of singly truncated normal frequency distributions from the first three sample moments

Cited In (7)

• The payoff distribution model: an application to dynamic portfolio insurance
• Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution
• Moments of truncated student-\(t\) distribution
• ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA
• A class of weighted multivariate distributions related to doubly truncated multivariate t-distribution
• Moments of truncated normal/independent distributions
• Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions

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