© 1967 by Biometrika Trust
Estimating the mean and standard deviation from a censored normal sample
Department of Applied Statistics, University of Reading
The relation g(x)
+ßx, where g(x) is the ratio of the ordinate and the probability integral of a normal distribution, is used to derive estimators µc and
c of the population mean and standard deviation, from a censored normal sample. Them eatimators are easy to compute. For symmetrical censoring µc is unbiased and for moderate censoring the biaa in both µc and
c is small. In term of efficiency, µc and
c seem to be as good as the maximum likelihood (M.L.) estimators and better than the best linear unbiased (B.L.U.) estimators. A pair of nearly unbiased estimators µ'c and
'c, more efficient than the B.L.U. estimators, is also obtained.
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