A consistent parameter estimation in the three-parameter lognormal distribution

DOI10.1016/J.JSPI.2012.01.019zbMATH Open1237.62028OpenAlexW2005808497MaRDI QIDQ419334FDOQ419334

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

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zbMATH Keywords

tablesorder statisticsmaximum likelihood estimatorsthreshold parametermodified moment estimators

Mathematics Subject Classification ID

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

Cites Work

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• A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation
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• The use of interior penalty functions to overcome lognormal distribution parameter estimation anomalies
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• 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
• Estimation for the three-parameter lognormal distribution based on progressively censored data

Cited In (16)

• Small sample properties of the maximum likelihood estimators for an alternative parameterization of the three-parameter lognormal distribution
• Easy estimation by a new parameterization for the three-parameter lognormal distribution
• On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution
• A consistent method of estimation for the three-parameter Weibull 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 lognormal distribution based on type-II right censored data
• A consistent method of estimation for the three-parameter gamma distribution
• The Anderson–Darling Goodness-of-Fit Test Statistic for the Three-Parameter Lognormal Distribution
• Non-destructive one-shot device test under step-stress experiment with lognormal lifetime distribution
• Suitable algorithm associated with a parameterization for the three-parameter log-normal distribution
• Title not available (Why is that?)
• Estimation of Lognormal Distributions
• Interval and point estimators for the location parameter of the three-parameter lognormal distribution
• On moment-type estimators for a class of log-symmetric distributions
• On the asymptotic behavior of maxima and near-maxima of random observations from three parameter lognormal distribution
• Parameter and quantile estimation for the three-parameter lognormal distribution based on statistics invariant to unknown location

Uses Software

• SPLIDA

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