The mass function of 51 massive compact halo objects (MACHOs) detected
toward the Galactic bulge is statistically estimated from Einstein ri
ng crossing times t(E). For a Gaussian mass function, the best-fit par
ameters are [log m] = -1.12 and sigma(log m) = 0.57. If the mass funct
ion follows a power-law distribution, the best-fit mass cutoff and pow
er are m(cut) = 0.04 M(.) and p = -2.1. Both mass spectra indicate tha
t a significant fraction of events are caused by MACHOs in the substel
lar mass range. Both best determined mass functions are compared with
that obtained from Hubble Space Telescope (HST) observations. The powe
r law is marginally favored (2.3 sigma) over the Gaussian mass functio
n and significantly favored over the HST mass function (5.5 sigma), in
dicating that MACHOs have a different mass function from stars in the
solar neighborhood. In addition, tile fact that all the models have ve
ry poor fits to the longest four events, with t(E) greater than or equ
al to 70 days, remains a puzzle.