Estimation in the Three-Parameter Lognormal Distribution
本文改进了三参数对数正态分布的局部最大似然估计和矩估计,利用一、二、三阶统计量估计分布下限,并开发了简化计算的方法,模拟研究揭示了估计的抽样行为。
This article is primarily concerned with modifications of local maximum likelihood estimators and modifications of moment estimators for parameters of the three-parameter lognormal distribution. First, second, and third order statistics are employed to facilitate estimation of the distribution lower limit. Computational procedures are developed to simplify the practical application of these estimators. Results of a simulation study provide insight into the sampling behavior of the estimates.