ABSTRACT

We consider samples of size n that are truncated on the left at X = a. Thereby all observations for which X = 0, l, 2, ... , (a - l) are eliminated. The likelihood function for a sample of this type is

(13.2.15)

where the probability function has been written as f(x) rather than as Pr[X = x]. This equation can be simplified to

Standard iterative procedures can be employed to solve this equation for~- However, in most applications the simple trial-and-error procedure will be satisfactory.