Modelling a normal-like single-ended random variable

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I am trying to model a of (normal-distribution-like) discrete random variable using the normal distribution.

This is what I understand so far:

  1. First, I approximate the mean of the normal distribution using the mean of the observed values, i.e.

    $\mu = \frac{x_1 + x_2 + ... + x_n}{n}$

  2. Then I approximate the standard deviation:

    $\sigma = \sqrt{\frac{(x_1 - \mu)^2 + (x_2 - \mu)^2 + ... + (x_n - \mu)^2}{n}}$

  3. Then its PDF would be

    $P(X \lt x) = \frac{1}{\sigma\sqrt{2\pi}}e^{-\frac{(x - \mu)^2}{2\sigma^2}}$

  4. Then since what I have is basically discrete random variables, the probability of observing a discrete value (e.g. $2$) can be approximated by

    $P(1.5 \lt X \lt 2.5) = P(X \lt 2.5) - P(X \lt 1.5)$

Are the above OK so far?

Another thing is, from the PDF, $P(X \lt 0)$ is a non-zero value. However, the nature of my random variable is that $0$ is the minimum that can occur. How can I model the random variable, such that it does follow normal distribution for $X \ge 0$, but that $P(X \lt 0) = 0$? (Note that there is no cut off at the upper end, i.e. the upper tail can stretch infinitely).

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You can use truncated normal distribution as you describe, but your procedure for estimating its parameters ($\mu$, $\sigma$) is not valid. Try deriving the maximum likelihood estimator.

Alternatively, you may try a proper discrete distribution such as binomial distribution which has a similar shape.