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Estimating the Mean of Heavy-tailed Distribution under Random Truncation

Estimating the Mean of Heavy-tailed Distribution under Random Truncation

Inspired by L.Pengā€™s work on estimating the mean of heavy-tailed distribution in the case of completed data. we propose an alternative estimator and study its asymptotic normality when it comes to the right truncated random variable. A simulation study is executed to evaluate the finite sample behavior on the proposed ā€¦