Estimation in the Three-Parameter Lognormal Distribution

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...

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Bibliographic Details
Published in:Journal of the American Statistical Association 1980-06, Vol.75 (370), p.399-404
Main Authors: Cohen, A. Clifford, Whitten, Betty Jones
Format: Article
Language:English
Subjects:
Equation roots
Estimators
Local maximum
Lognormal distribution
Maximum likelihood estimation
Modified maximum likelihood estimation
Modified moment estimation
Parameter estimation
Population estimates
Random sampling
Simulation
Skewed distribution
Standard deviation
Statistical discrepancies
Statistics
Theory and Methods
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Summary: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.
ISSN:0162-1459
1537-274X
DOI:10.1080/01621459.1980.10477484