R help - Nov 2006 - parameter estimation -- Censored mean to real mean

Hi List,

Is there anyway to estimate the parameters with integral forms? 

Here is the function. The idea is to calculate the real mean from the censored
mean given normal distribution.


I have the function as 


trun.mean<- function(mu,sigma,t)      # t is the threshold
{

f <- function(x) (1/(sigma*sqrt(2*pi)))*exp(-(x-mu)^2/(2*sigma^2));

pdf.fun <- function(x) x*f(x);

mut <-
integrate(f,thre,upper=Inf)$value/integrate(pdf.fun,thre,upper=Inf)$value ;    
# true mean

cat( mut,"\n");

}

The pain is the integral forms in the function so I don't know how to put it
in a parameter optimizator.

Is there any way to do simulation in R to get true mu and sigma? if I know both
censored mean and standard deviation?

Thanks!


Jen.

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