Estimation in the Three-Parameter Lognormal Distribution

作者: A. Clifford Cohen , Betty Jones Whitten

DOI: 10.1080/01621459.1980.10477484

关键词: StatisticsGeneralized normal distributionMathematicsMinimum chi-square estimationRestricted maximum likelihoodUniform distribution (continuous)Estimation theoryEstimatorM-estimatorMaximum a posteriori estimation

摘要: Abstract This article is primarily concerned with modifications of local maximum likelihood estimators and moment for parameters the three-parameter lognormal distribution. First, second, third order statistics are employed to facilitate estimation distribution lower limit. Computational procedures developed simplify practical application these estimators. Results a simulation study provide insight into sampling behavior estimates.

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