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Regression on Order Statistics

A basic utility to recover the mean and standard deviation of a left censored normally distributed data set.

Requirements

python 2.7 numpy 1.9.0 scipy 0.14

Motivation

A colleague had some sensor data that included a bunch of non-detects at low values and needed a way to estimate the distribution. I couldn't find a python implementation of ROS algorithm online so I wrote this simple version to handle it.

TODO

Eventually I'll expand this to handle other distributions and more complicated censor scenarios.

Authors

Created by Christopher Bates (@chrsbats).

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