Parameter Estimation in a Three-Parameter Lognormal Distributionстатья
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Дата последнего поиска статьи во внешних источниках: 24 января 2020 г.
Аннотация:Point estimation methods for the three-parameter lognormal distribution are investigated and compared.The lognormal distribution is required in many topical areas, but so far there have been no comparativestudies of the various estimation methods. We show that despite the large number of traditional estimationmethods, the lognormal distribution requires special methods. We accordingly consider specializationsof the main parameter estimation approaches, including the actively developing distance minimizationmethods. Their accuracy and speed are compared on simulated data. We show that specialized parameter-estimation methods may outperform the highly popular maximum likelihood method.