On the existence and uniqueness of the maximum likelihood estimators of normal and lognormal population parameters with grouped data (Q609670): Difference between revisions

Summary: The lognormal distribution has abundant applications in various fields. In the literature, most inferences on the two parameters of the lognormal distribution are based on Type-I censored sample data. However, exact measurements are not always attainable, especially when the observations are below or above the detection limits, and only the numbers of measurements falling into predetermined intervals can be recorded instead. These are the so-called grouped data. We show the existence and uniqueness of the maximum likelihood estimators of the two parameters of the underlying lognormal distribution with Type-I censored data and grouped data. The proof was first established under the case of normal distributions and extended to the lognormal distributions through an invariance property. The results are applied to estimate the median and mean of the lognormal population.