In article <[EMAIL PROTECTED]>, David Delgado Gomez <[EMAIL PROTECTED]> wrote: >Good morning,
>I have data with a normal distribution. Values higher than the mean are >corrupted with noise. Is it possible to estimate the variance of the >gaussian distribution just taking into account values smaller than the >mean? >Thanks >David It depends on how bad the noise is, and what is known about the joint distribution of value and noise. If the noise does not make any above-mean values below the mean, just using the sample median as an estimate of the mean and estimating the variance by the mean square of the deviation of the below-median observations from the median will achieve half the efficiency of the no-noise situation. As usual, the specific assumptions matter. -- This address is for information only. I do not claim that these views are those of the Statistics Department or of Purdue University. Herman Rubin, Department of Statistics, Purdue University [EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558 . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
