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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

2 votes
7 answers
4k views

Estimating the mean of a truncated gaussian curve

Say I have a black box generating data samples, and I want to estimate the parameters of the black box from the samples. The black box works like this: it has a parameter m (a real number), and to ge …