The mass function of 51 massive compact halo objects (MACHOs) detected toward the Galactic bulge is statistically estimated from Einstein ring crossing times t_E. For a Gaussian mass function, the best-fit parameters are < log m > = - 1.12 and σ_(log m) = 0.57. If the mass function follows a power-law distribution, the best-fit mass cutoff and power are m_(cut) = 0.04 solar mass and p = - 2.1. Both mass spectra indicate that a significant fraction of events are caused by MACHOs in the substellar mass range. Both best determined mass functions are compared with that obtained from Hubble Space Telescope (HST) observations. The power law is marginally favored (2.3 σ) over the Gaussian mass function and significantly favored over the HST mass function (5.5 σ), indicating that MACHOs have a different mass function from stars in the solar neighborhood. In addition, the fact that all the models have very poor fits to the longest four events, with t_E ≥ 70 days, remains a puzzle.
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