Simple and highly efficient estimators for a type I censored normal sample

In a type Ileft censored normal sample the information consists of the observations x1, …,xk, which fell above the ‘obsarvation limit’ c and of the number, n – k, of those observations which fell below, c. This paper considers the estimation of the parmeters of a normal population given a sample which has been censored at the known point c. When the maximum likelihood method is used to produce estimates of μ and σ one has to resort to numerical solution of the resulting equations. In this paper simple estimators μ* and σ* are presented. They are shown to be almost as good as the maximum likelihood estimators both for small and large samples.