The Langevin function and truncated exponential distributions
Probability
2015-01-13 v1
Abstract
Let K be a random variable following a truncated exponential distribution. Such distributions are described by a single parameter here denoted by . The determination of by Maximum Likelihood methods leads to a transcendental equation. We note that this can be solved in terms of the inverse Langevin function. We develop approximations to this guided by work of Suehrcke and McCormick.
Cite
@article{arxiv.1501.02535,
title = {The Langevin function and truncated exponential distributions},
author = {Grant Keady},
journal= {arXiv preprint arXiv:1501.02535},
year = {2015}
}