Comparison among Some Methods for Estimating the Parameters of Truncated Normal Distribution

Hilmi kittani; Mohammad  Alaesa; Gharib  Gharib

doi:10.24297/jam.v20i.8934

Authors

Hilmi kittani Hashemite University
Mohammad Alaesa
Gharib Gharib

DOI:

https://doi.org/10.24297/jam.v20i.8934

Keywords:

censored sample, truncated normal distribution, L-moment method, method of moments, MLE method

Abstract

The aim of this study is to investigate the effect of different truncation combinations on the estimation of the normal distribution parameters. In addition, is to study methods used to estimate these parameters, including MLE, moments, and L-moment methods. On the other hand, the study discusses methods to estimate the mean and variance of the truncated normal distribution, which includes sampling from normal distribution, sampling from truncated normal distribution and censored sampling from normal distribution. We compare these methods based on the mean square errors, and the amount of bias. It turns out that the MLE method is the best method to estimate the mean and variance in most cases and the L-moment method has a performance in some cases.

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