An optimization problem related to truncated normal distributions

An optimization problem related to truncated normal distributions

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Article ID: iaor19912083
Country: India
Volume: 28
Issue: 2
Start Page Number: 112
End Page Number: 117
Publication Date: Jun 1991
Journal: OPSEARCH
Authors:
Keywords: statistics: distributions
Abstract:

Consider the distribution obtained by truncating the falls of a normal distribution at a given fixed distance apart. In this paper it is shown that the variance of the truncated distribution is maximum when the truncation points are located symmetrically around the mean.

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