Title of article :
A consistent parameter estimation in the three-parameter lognormal distribution
Author/Authors :
Nagatsuka، نويسنده , , Hideki and Balakrishnan، نويسنده , , N.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Abstract :
In this work, we propose a consistent method of estimation for the parameters of the three-parameter lognormal distribution. We then discuss some properties of these estimators and show by means of a Monte Carlo simulation study that the proposed estimators perform better than some other prominent estimators in terms of bias and root mean squared error. Finally, we present two real-life examples to illustrate the method of estimation proposed.
Keywords :
Maximum likelihood estimators , Modified moment estimators , Order statistics , Consistency , Threshold parameter
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference