A consistent parameter estimation in the three-parameter lognormal distribution

DOI10.1016/J.JSPI.2012.01.019MaRDI QIDQ419334zbMATHOpenAlexFDO

Authors Hideki Nagatsuka, Narayanaswamy Balakrishnan

Publication date 18 May 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.01.019

zbMATH Keywords

tablesorder statisticsmaximum likelihood estimatorsthreshold parametermodified moment estimators

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05)

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Cites work

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• A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation
• Discrimination between the Log-Normal and the Weibull Distributions
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• Estimating Parameters of Logarithmic-Normal Distributions by Maximum Likelihood
• Estimation for the three-parameter lognormal distribution based on progressively censored data
• Estimation in the Three-Parameter Lognormal Distribution
• MAXIMUM LIKELIHOOD ESTIMATION OF THE PARAMETERS OF THE THREE-PARAMETER LOGNORMAL DISTRIBUTION-A RECONSIDERATION1
• Maximum likelihood parameter estimation in the three-parameter log-normal distribution using the continuation method
• Moving truncations barrier-function methos for estimation in three-parameter lognormal models
• On the consistency of the maximum spacing method
• Parameter Estimation of the Shape Parameter of the Castillo–Hadi Model
• Statistical inference for bounds of random variables
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• The use of interior penalty functions to overcome lognormal distribution parameter estimation anomalies

Cited in

(17)

• On moment-type estimators for a class of log-symmetric distributions
• Interval and point estimators for the location parameter of the three-parameter lognormal distribution
• The Anderson–Darling Goodness-of-Fit Test Statistic for the Three-Parameter Lognormal Distribution
• On the asymptotic behavior of maxima and near-maxima of random observations from three parameter lognormal distribution
• scientific article; zbMATH DE number 1532022 (Why is no real title available?)
• Small sample properties of the maximum likelihood estimators for an alternative parameterization of the three-parameter lognormal distribution
• A consistent method of estimation for the three-parameter Weibull distribution
• A consistent method of estimation for the three-parameter lognormal distribution based on type-II right censored data
• Easy estimation by a new parameterization for the three-parameter lognormal distribution
• A comparative evaluation of the estimators of the three-parameter lognomral distribution by Monte Carlo simulation
• A consistent method of estimation for the three-parameter gamma distribution
• On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution
• Suitable algorithm associated with a parameterization for the three-parameter log-normal distribution
• Estimation of Lognormal Distributions
• A consistent method of estimation for the parameters of the three-parameter inverse Gaussian distribution
• Parameter and quantile estimation for the three-parameter lognormal distribution based on statistics invariant to unknown location
• Non-destructive one-shot device test under step-stress experiment with lognormal lifetime distribution

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Uses Software

• SPLIDA

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