The central limit theorem under random truncation
The central limit theorem under random truncation
Under left truncation, data $(X_i, Y_i)$ are observed only when $Y_i≤X_i$. Usually, the distribution function $F$ of the $X_i$ is the target of interest. In this paper, we study linear functionals $∫\varphi \mathrm{d}F_n$ of the nonparametric maximum likelihood estimator (MLE) of $F$, the Lynden-Bell estimator $F_n$. A useful representation of …