Small sample properties of the maximum likelihood estimators for an alternative parameterization of the three-parameter lognormal distribution

DOI10.1080/03610918708812623zbMath0626.62028OpenAlexW1975505046MaRDI QIDQ3030007

John H. Schuenemeyer, J. F. Eastham, Vincent N. La Riccia

Publication date: 1987

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918708812623

zbMATH Keywords

maximum likelihood estimatorlognormal distributionsmall sample propertiesboundary pointsthree-parameter lognormal distributionalternative parameterizationlocal maximum to the likelihood functionsample third momentscore function approximation

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (6)

Maximum Likelihood Estimation for the 4-Parameter Beta Distribution ⋮ Easy estimation by a new parameterization for the three-parameter lognormal distribution ⋮ Maximum likelihood parameter estimation in the three-parameter log-normal distribution using the continuation method ⋮ Interval and point estimators for the location parameter of the three-parameter lognormal distribution ⋮ A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation ⋮ Suitable Algorithm Associated with a Parameterization for the Three-Parameter Log-Normal Distribution

Cites Work

• On the fitting of the three-parameter distributions Lognormal, Gamma, and Weibull
• An asymptotically efficient closed form estimator for the three - parameter lognormal distribution
• MAXIMUM LIKELIHOOD ESTIMATION OF THE PARAMETERS OF THE THREE-PARAMETER LOGNORMAL DISTRIBUTION-A RECONSIDERATION1

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