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 <li class="toctree-l1"><a class="reference internal" href="appendix/glossary.html">Glossary</a></li>
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+<li class="toctree-l1"><a class="reference internal" href="appendix/appendix.html">Appendix</a></li>
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 <p aria-level="2" class="caption" role="heading"><span class="caption-text">References</span></p>
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@@ -537,7 +537,7 @@ <h1>References<a class="headerlink" href="#references" title="Permalink to this
                   <!-- Previous / next buttons -->
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diff --git a/_images/Econ381_crit1.png b/_images/Econ381_crit1.png
diff --git a/_images/Econ381scores_sim1.png b/_images/Econ381scores_sim1.png
diff --git a/_images/Econ381scores_smm1.png b/_images/Econ381scores_smm1.png
diff --git a/_images/Econ381scores_truncnorm.png b/_images/Econ381scores_truncnorm.png
diff --git a/_images/MLEplots.png b/_images/MLEplots.png
diff --git a/_sources/appendix/appendix.md b/_sources/appendix/appendix.md
@@ -0,0 +1,23 @@
+(Chap_Appendix)=
+# Appendix
+
+Put Appendix intro here.
+
+(SecAppendixTruncNormal)=
+## Truncated normal distribution
+
+The truncated normal distribution with parameters $\mu$ and $\sigma$ and lower-bound cutoff $c_{lb}$ and upper-bound cutoff $c_{ub}$ is simply the normal distribution of values of the random variable $x$ defined only on the interval $x\in[c_{lb}, c_{ub}]$ rather than on the full real line. And the probability distribution function values are upweighted by the probability (less than one) under the normal distribution on the interval $[c_{lb}, c_{ub}]$.
+```{math}
+    :label: EqAppendix_TruncNorm
+    \text{truncated normal:}\quad &f(x|\mu,\sigma,c_{lb},c_{ub}) = \frac{\phi(x|\mu,\sigma)}{\Phi(c_{ub}|\mu,\sigma) - \Phi(c_{ub}|\mu,\sigma)} \\
+    &\text{where}\quad \phi(x|\mu,\sigma) \equiv \frac{1}{\sqrt{2\pi\sigma^2}}e^{-\frac{x - \mu}{2\sigma^2}} \\
+    &\text{and}\quad \Phi(x|\mu,\sigma) \equiv \int_{-\infty}^x\phi(x|\mu,\sigma) dx
+```
+
+The function $\phi(x|\mu,\sigma)$ is the probability distribution function of the normal distribution with mean $\mu$ and variance $\sigma^2$. And the function $\Phi(x|\mu,\sigma)$ is the cummulative distribution function of the normal distribution with mean $\mu$ and variance $\sigma^2$.
+
+
+(SecAppendixFootnotes)=
+## Footnotes
+
+The footnotes from this appendix.
diff --git a/_sources/appendix/intro.md b/_sources/appendix/intro.md
diff --git a/_sources/struct_est/SMM.md b/_sources/struct_est/SMM.md
diff --git a/_sources/struct_est/intro.md b/_sources/struct_est/intro.md
@@ -98,4 +98,6 @@ A good introduction to structural estimation is to compare it to other types of
 (SecStructEstIntroFootnotes)=
 ## Footnotes
 
+The footnotes from this chapter.
+
 [^MACSScourses]: I taught a course, entitled Structural Estimation, to graduate students, with a few advanced undergradutates, in the Masters in Computational Social Science program at the University of Chicago four times from 2017 to 2020. The content of each course is in the following GitHub repositories, with syllabi, lecture slides, Jupyter notebooks, tests, and problem sets: [Winter 2017](https://github.com/rickecon/StructEst_W17), [Winter 2018](https://github.com/rickecon/StructEst_W18), [Winter 2019](https://github.com/rickecon/StructEst_W19), and [Winter 2020](https://github.com/rickecon/StructEst_W20).
diff --git a/appendix/intro.html → appendix/appendix.html b/appendix/intro.html → appendix/appendix.html
@@ -66,7 +66,9 @@
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+    <script defer="defer" src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
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@@ -296,7 +298,7 @@
 
 
 
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+      <li><a href="https://github.com/OpenSourceEcon/CompMethods/issues/new?title=Issue%20on%20page%20%2Fappendix/appendix.html&body=Your%20issue%20content%20here." target="_blank"
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@@ -326,7 +328,7 @@
 
 
 
-      <li><a href="../_sources/appendix/intro.md" target="_blank"
+      <li><a href="../_sources/appendix/appendix.md" target="_blank"
    class="btn btn-sm btn-download-source-button dropdown-item"
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@@ -418,6 +420,7 @@ <h2> Contents </h2>
             </div>
             <nav aria-label="Page">
                 <ul class="visible nav section-nav flex-column">
+<li class="toc-h2 nav-item toc-entry"><a class="reference internal nav-link" href="#truncated-normal-distribution">Truncated normal distribution</a></li>
 <li class="toc-h2 nav-item toc-entry"><a class="reference internal nav-link" href="#footnotes">Footnotes</a></li>
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@@ -431,11 +434,20 @@ <h2> Contents </h2>
                 <article class="bd-article" role="main">
 
   <section class="tex2jax_ignore mathjax_ignore" id="appendix">
-<span id="chap-appendixintro"></span><h1>Appendix<a class="headerlink" href="#appendix" title="Permalink to this heading">#</a></h1>
+<span id="chap-appendix"></span><h1>Appendix<a class="headerlink" href="#appendix" title="Permalink to this heading">#</a></h1>
 <p>Put Appendix intro here.</p>
+<section id="truncated-normal-distribution">
+<span id="secappendixtruncnormal"></span><h2>Truncated normal distribution<a class="headerlink" href="#truncated-normal-distribution" title="Permalink to this heading">#</a></h2>
+<p>The truncated normal distribution with parameters <span class="math notranslate nohighlight">\(\mu\)</span> and <span class="math notranslate nohighlight">\(\sigma\)</span> and lower-bound cutoff <span class="math notranslate nohighlight">\(c_{lb}\)</span> and upper-bound cutoff <span class="math notranslate nohighlight">\(c_{ub}\)</span> is simply the normal distribution of values of the random variable <span class="math notranslate nohighlight">\(x\)</span> defined only on the interval <span class="math notranslate nohighlight">\(x\in[c_{lb}, c_{ub}]\)</span> rather than on the full real line. And the probability distribution function values are upweighted by the probability (less than one) under the normal distribution on the interval <span class="math notranslate nohighlight">\([c_{lb}, c_{ub}]\)</span>.</p>
+<div class="math notranslate nohighlight" id="equation-eqappendix-truncnorm">
+<span class="eqno">(40)<a class="headerlink" href="#equation-eqappendix-truncnorm" title="Permalink to this equation">#</a></span>\[\begin{split}    \text{truncated normal:}\quad &amp;f(x|\mu,\sigma,c_{lb},c_{ub}) = \frac{\phi(x|\mu,\sigma)}{\Phi(c_{ub}|\mu,\sigma) - \Phi(c_{ub}|\mu,\sigma)} \\
+    &amp;\text{where}\quad \phi(x|\mu,\sigma) \equiv \frac{1}{\sqrt{2\pi\sigma^2}}e^{-\frac{x - \mu}{2\sigma^2}} \\
+    &amp;\text{and}\quad \Phi(x|\mu,\sigma) \equiv \int_{-\infty}^x\phi(x|\mu,\sigma) dx\end{split}\]</div>
+<p>The function <span class="math notranslate nohighlight">\(\phi(x|\mu,\sigma)\)</span> is the probability distribution function of the normal distribution with mean <span class="math notranslate nohighlight">\(\mu\)</span> and variance <span class="math notranslate nohighlight">\(\sigma^2\)</span>. And the function <span class="math notranslate nohighlight">\(\Phi(x|\mu,\sigma)\)</span> is the cummulative distribution function of the normal distribution with mean <span class="math notranslate nohighlight">\(\mu\)</span> and variance <span class="math notranslate nohighlight">\(\sigma^2\)</span>.</p>
+</section>
 <section id="footnotes">
-<span id="secappendixintrofootnotes"></span><h2>Footnotes<a class="headerlink" href="#footnotes" title="Permalink to this heading">#</a></h2>
-<!-- [^citation_note]: See {cite}`AuerbachEtAl:1981,AuerbachEtAl:1983`, {cite}`AuerbachKotlikoff:1983a,AuerbachKotlikoff:1983b,AuerbachKotlikoff:1983c`, and {cite}`AuerbachKotlikoff:1985`. -->
+<span id="secappendixfootnotes"></span><h2>Footnotes<a class="headerlink" href="#footnotes" title="Permalink to this heading">#</a></h2>
+<p>The footnotes from this appendix.</p>
 </section>
 </section>
 
@@ -502,6 +514,7 @@ <h2> Contents </h2>
   </div>
   <nav class="bd-toc-nav page-toc">
     <ul class="visible nav section-nav flex-column">
+<li class="toc-h2 nav-item toc-entry"><a class="reference internal nav-link" href="#truncated-normal-distribution">Truncated normal distribution</a></li>
 <li class="toc-h2 nav-item toc-entry"><a class="reference internal nav-link" href="#footnotes">Footnotes</a></li>
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@@ -446,8 +446,8 @@ <h1>Exercises<a class="headerlink" href="#exercises" title="Permalink to this he
 $$ [
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+<div class="amsmath math notranslate nohighlight" id="equation-c8e4f44e-34a7-45e3-8a09-e27805c87fb1">
+<span class="eqno">(1)<a class="headerlink" href="#equation-c8e4f44e-34a7-45e3-8a09-e27805c87fb1" title="Permalink to this equation">#</a></span>\[\begin{bmatrix}
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