Hi List,

Is there anyway to estimate the parameters with integral forms? 

Here is the function. The idea is to calculate the real mean from the censored mean given normal distribution.


I have the function as 


trun.mean<- function(mu,sigma,t)      # t is the threshold
{

f <- function(x) (1/(sigma*sqrt(2*pi)))*exp(-(x-mu)^2/(2*sigma^2));

pdf.fun <- function(x) x*f(x);

mut <- integrate(f,thre,upper=Inf)$value/integrate(pdf.fun,thre,upper=Inf)$value ;     # true mean

cat( mut,"\n");

}

The pain is the integral forms in the function so I don't know how to put it in a parameter optimizator.

Is there any way to do simulation in R to get true mu and sigma? if I know both censored mean and standard deviation?

Thanks!


Jen.

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