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On the truncated normal distribution: Characteristics of singly and doubly truncated populations of application in management science

Posted on:2002-01-20Degree:Ph.DType:Dissertation
University:Illinois Institute of TechnologyCandidate:Johnson, Arvid Conrad, IIIFull Text:PDF
GTID:1460390011496640Subject:Operations Research
Abstract/Summary:
Truncated normal distributions have found utility in a wide variety of fields—including those within the purview of management science. Despite this fact, work to date has focused primarily on estimation of the original (non-truncated) population parameters based upon truncated or censored samples. The principal objective of this dissertation is to develop tables of the cumulative distribution function of left-, right-, and doubly-truncated normal distributions for use and reference by workers/researchers. In the process of developing these tables, the characteristic parameters of these distributions are derived in terms of “standardized” truncated normal distributions. In particular, it is shown that, in the case of singly-truncated distributions, the point of truncation uniquely determines the value of the coefficient of variation—which can, in turn, be used to estimate the truncation point based upon a sample.
Keywords/Search Tags:Truncated, Normal
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