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arXiv · 1501.02535

The Langevin function and truncated exponential distributions

Grant Keady
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Abstract

Let K be a random variable following a truncated exponential distribution. Such distributions are described by a single parameter here denoted by $γ$. The determination of $γ$ 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.

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Grant Keady. 2015-01-12. The Langevin function and truncated exponential distributions. https://arxiv.org/abs/1501.02535

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