Estimating Parameters of Logarithmic-Normal Distributions by Maximum Likelihood

作者: A. C. Cohen

DOI: 10.1080/01621459.1951.10500781

关键词: Estimating equationsNormal distributionExpectation–maximization algorithmLikelihood functionMathematicsRestricted maximum likelihoodGeneralized normal distributionEstimation theoryApplied mathematicsMatrix normal distributionStatistics

摘要: Abstract This paper is concerned with the three-parameter logarithmic normal distribution; i.e., general distribution in which terminus unknown. Maximum likelihood equations for estimating population parameters from random samples are derived, and an iterative method their solution outlined. Variances covariances of these estimates obtained information matrix. An illustrative example included.

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