Maximum likelihood parameter estimation in the three-parameter log-normal distribution using the continuation method

DOI10.1016/S0167-9473(96)00063-1zbMath0900.62118MaRDI QIDQ1392033

Hideo Hirose

Publication date: 23 July 1998

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Maximum likelihood estimationContinuation methodExtended log-normal distributionNegatively skewed log-normal distributionPositively skewed log-normal distribution

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (7)

Easy estimation by a new parameterization for the three-parameter lognormal distribution ⋮ The mixed trunsored model with applications to SARS ⋮ A consistent parameter estimation in the three-parameter lognormal distribution ⋮ Parameter and quantile estimation for the three-parameter lognormal distribution based on statistics invariant to unknown location ⋮ A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation ⋮ A consistent method of estimation for the three-parameter lognormal distribution based on Type-II right censored data ⋮ Suitable Algorithm Associated with a Parameterization for the Three-Parameter Log-Normal Distribution

Uses Software

• Algorithm 611

Cites Work

• Fitting three-parameter lognormal models by numerical global optimization - an improved algorithm
• Estimation for 3-parameter lognormal distribution with unknown shifted origin
• Small sample properties of the maximum likelihood estimators for an alternative parameterization of the three-parameter lognormal distribution
• Algorithm 611: Subroutines for Unconstrained Minimization Using a Model/Trust-Region Approach
• Estimation in the Three-Parameter Lognormal Distribution
• Computing Optimal Locally Constrained Steps
• Tests for normality versus lognormality
• Restart procedures for the conjugate gradient method
• MAXIMUM LIKELIHOOD ESTIMATION OF THE PARAMETERS OF THE THREE-PARAMETER LOGNORMAL DISTRIBUTION-A RECONSIDERATION1
• A Simplex Method for Function Minimization
• Discrimination between the Log-Normal and the Weibull Distributions
• ESTIMATION OF PARAMETERS IN THE THREE‐PARAMETER LOGNORMAL DISTRIBUTION1
• The Three-Parameter Lognormal Distribution and Bayesian Analysis of a Point-Source Epidemic
• Estimating Parameters of Logarithmic-Normal Distributions by Maximum Likelihood
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