I may not understand what you are asking, Rich, but I'm not sure I
agree with Alan. A Gaussian fit to data x should fit exactly as well
as data fit to ax, a 0, just with a variance a^2 times the original.
The only way this would not be true is if:
1. You are not fitting the variance, but only
Wait, I think I see what Alan is saying. When you use a gaussian
approximation on truncated data, the accuracy of the truncation is
very dependent on where in the interval the mean is. If it's near the
edges, the results will be worse. The width of the interval, though,
is a separate factor.
