This column is the fourth in a series on parameter estimation, leading up to the justly famous Kalman filter. The discipline is based on the fact that our knowledge of the state of any real-world ...

Estimates of parameters of a singly truncated bivariate normal distribution have been directly obtained using eight (or nine) moments. Asymptotic variances and covariances of these estimates are given ...

This example considers a data set given in Lawless (1982). The data are the number of days it took rats painted with a carcinogen to develop carcinoma. The last two observations are censored. Maximum ...

The normal distribution is the probability distribution that plots all of its values along a symmetrical bell curve, with the highest probabilities centered around the mean value and tapering out ...