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Assume the incubation times are independent observations from the same upper-truncated distribution. Conditional on lying below $M$, the gamma distribution density is $g(t;a,s)/G(M;a,s)$ on its support. With $t_{(n)}={\max }_i{t}_i$, the likelihood function isIn particular, the normalizing factor $G(M;a,s{)}^{-n}$ cannot be omitted. On the admissible region the log-likelihood isThe profile likelihood eliminates the nuisance parameters $a,s$ by fitting them separately at each candidate endpoint:For fixed $a,s$ and $M>t_{(n)}$,Equivalently, for $t_{(n)}<M_1<M_2$, every nuisance-parameter fit has $L(a,s,M_1)>L(a,s,M_2)$. Taking suprema shows that $L_p$ is nonincreasing. If the nuisance maximum at $M_2$ is attained and finite, evaluating its maximizing parameters at $M_1$ shows strict decrease there as well. Values below the largest observation are inadmissible. Thus upper-endpoint estimation in a truncated distribution gives the usual boundary estimateThere is a support-convention qualification: the literal strict support $t<M$ excludes $M=t_{(n)}$, so it gives a supremum approached as $M\downarrow t_{(n)}$, rather than an attained maximum-likelihood estimator. Using the equivalent closed-endpoint density convention for a continuous distribution yields the usual boundary estimate above. The argument presumes a meaningful finite nuisance fit; degenerate samples can instead have an unbounded density likelihood. Since $M$ changes the support, regular interior-parameter asymptotic formulas are not automatically applicable.