Simple and highly efficient estimators for a type I censored normal sample

Abstract

In a type Ileft censored normal sample the information consists of the observations x 1 , …, x k , which fell above the ‘obsarvation limit’ c and of the number, n – k , of those observations which fell below, c . This paper considers the estimation of the parmeters of a normal population given a sample which has been censored at the known point c . When the maximum likelihood method is used to produce estimates of μ and σ one has to resort to numerical solution of the resulting equations. In this paper simple estimators μ * and σ * are presented. They are shown to be almost as good as the maximum likelihood estimators both for small and large samples.