메뉴 건너뛰기




Volumn 24, Issue 2, 1997, Pages 139-152

Maximum likelihood parameter estimation in the three-parameter log-normal distribution using the continuation method

Author keywords

Continuation method; Extended log normal distribution; Maximum likelihood estimation; Negatively skewed log normal distribution; Positively skewed log normal distribution

Indexed keywords

ALGORITHMS; MATHEMATICAL MODELS; PROBABILITY DENSITY FUNCTION;

EID: 0031550930     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(96)00063-1     Document Type: Article
Times cited : (10)

References (31)
  • 3
    • 84990514487 scopus 로고
    • Maximum likelihood estimation of the parameters of the three-parameter log-normal distribution - A reconsideration
    • Calitz, F., Maximum likelihood estimation of the parameters of the three-parameter log-normal distribution - a reconsideration, Austral. J. Statist., 15 (1973) 185-190.
    • (1973) Austral. J. Statist. , vol.15 , pp. 185-190
    • Calitz, F.1
  • 4
    • 0001044948 scopus 로고
    • Maximum product-of-spacings estimation with application to the lognormal distribution
    • Cheng, R.C.H. and N. Amin, Maximum product-of-spacings estimation with application to the lognormal distribution, J. Roy. Statist. Soc. Ser. B, 44 (1982) 394-403.
    • (1982) J. Roy. Statist. Soc. Ser. B , vol.44 , pp. 394-403
    • Cheng, R.C.H.1    Amin, N.2
  • 5
    • 0000516207 scopus 로고
    • Embedded models in three-parameter distributions and their estimation
    • Cheng, R.C.H. and T.C. Iles, Embedded models in three-parameter distributions and their estimation, J. Roy. Statist. Soc. Ser. B, 52 (1990) 135-149.
    • (1990) J. Roy. Statist. Soc. Ser. B , vol.52 , pp. 135-149
    • Cheng, R.C.H.1    Iles, T.C.2
  • 6
    • 0001362638 scopus 로고
    • Estimating parameters of logarithmic-normal distributions by maximum likelihood
    • Cohen, A.C., Estimating parameters of logarithmic-normal distributions by maximum likelihood, J. Amer. Statist. Assoc., 46 (1951) 206-212.
    • (1951) J. Amer. Statist. Assoc. , vol.46 , pp. 206-212
    • Cohen, A.C.1
  • 7
    • 0005210287 scopus 로고
    • Estimation in the three-parameter lognormal distribution
    • Cohen, A.C. and B.J. Whitten, Estimation in the three-parameter lognormal distribution, J. Amer. Statist. Assoc., 75 (1980) 399-404.
    • (1980) J. Amer. Statist. Assoc. , vol.75 , pp. 399-404
    • Cohen, A.C.1    Whitten, B.J.2
  • 8
    • 0002822692 scopus 로고
    • Modified moment estimation for the three-parameter lognormal distribution
    • Cohen, A.C., B.J. Whitten and Y. Ding, Modified moment estimation for the three-parameter lognormal distribution, J. Quality Technol., 17 (1985) 92-99.
    • (1985) J. Quality Technol. , vol.17 , pp. 92-99
    • Cohen, A.C.1    Whitten, B.J.2    Ding, Y.3
  • 10
    • 84869169293 scopus 로고
    • Discrimination between the lognormal and the Weibull distributions
    • Dumonseaux, R. and C.E. Antle, Discrimination between the lognormal and the Weibull distributions, Technometrics, 15 (1973) 923-926.
    • (1973) Technometrics , vol.15 , pp. 923-926
    • Dumonseaux, R.1    Antle, C.E.2
  • 11
    • 0041459396 scopus 로고
    • Small sample properties of the maximum likelihood estimators for an alternative parameterization of the three-parameter lognormal distribution
    • Eastham, J.F., V.N. LaRiccia and J.H. Schuenemeyer, Small sample properties of the maximum likelihood estimators for an alternative parameterization of the three-parameter lognormal distribution, Comm. Statist. Simulation, 16 (1987) 871-884.
    • (1987) Comm. Statist. Simulation , vol.16 , pp. 871-884
    • Eastham, J.F.1    LaRiccia, V.N.2    Schuenemeyer, J.H.3
  • 12
    • 0000955796 scopus 로고
    • Computing optimal locally constrained steps
    • Gay, D.M., Computing optimal locally constrained steps, SIAM J. Sci. Statist. Comput., 2 (1981) 186-197.
    • (1981) SIAM J. Sci. Statist. Comput. , vol.2 , pp. 186-197
    • Gay, D.M.1
  • 13
    • 0020949717 scopus 로고
    • Algorithm 611: Subroutine for unconstrained minimization using a model/trust-region approach
    • Gay, D.M., Algorithm 611: subroutine for unconstrained minimization using a model/trust-region approach, ACM Trans. Math. Software, 9 (1983) 503-524.
    • (1983) ACM Trans. Math. Software , vol.9 , pp. 503-524
    • Gay, D.M.1
  • 15
    • 0042461226 scopus 로고
    • Maximum likelihood estimation in the three-parameter lognormal distribution
    • Giesbrecht, F. and O. Kempthorne, Maximum likelihood estimation in the three-parameter lognormal distribution, J. Roy. Statist. Soc. Ser. B, 38 (1976) 257-264.
    • (1976) J. Roy. Statist. Soc. Ser. B , vol.38 , pp. 257-264
    • Giesbrecht, F.1    Kempthorne, O.2
  • 16
    • 84919056803 scopus 로고
    • Local-maximum-likelihood estimation of the parameters of three-parameter lognormal populations from complete and censored samples
    • Harter, H.L. and A.L. Moore, Local-maximum-likelihood estimation of the parameters of three-parameter lognormal populations from complete and censored samples, J. Amer. Statist. Assoc., 61 (1966) 842-851.
    • (1966) J. Amer. Statist. Assoc. , vol.61 , pp. 842-851
    • Harter, H.L.1    Moore, A.L.2
  • 17
    • 0002691063 scopus 로고
    • The three-parameter lognormal distribution and bayesian analysis of a point-source epidemic
    • Hill, M.B., The three-parameter lognormal distribution and Bayesian analysis of a point-source epidemic, J. Amer. Statist. Assoc., 58 (1963) 72-84.
    • (1963) J. Amer. Statist. Assoc. , vol.58 , pp. 72-84
    • Hill, M.B.1
  • 18
    • 0042962395 scopus 로고
    • A successful maximum likelihood parameter estimation in skewed distributions using the continuation method
    • Hirose, H., A successful maximum likelihood parameter estimation in skewed distributions using the continuation method, in: Proc. Internat. Conf. on Statistics in Industry, Science and Technology, Tokyo (1994) 303-308.
    • (1994) Proc. Internat. Conf. on Statistics in Industry, Science and Technology, Tokyo , pp. 303-308
    • Hirose, H.1
  • 19
    • 0041960668 scopus 로고
    • Estimation for 3-parameter lognormal distribution with unknown shifted origin
    • Iwase, K. and K. Kanefuji, Estimation for 3-parameter lognormal distribution with unknown shifted origin, Statist. Papers, 35 (1994) 81-90.
    • (1994) Statist. Papers , vol.35 , pp. 81-90
    • Iwase, K.1    Kanefuji, K.2
  • 21
    • 0042461229 scopus 로고
    • Estimation for the three-parameter Weibull, lognormal, and gamma distributions
    • Kappenmann, R.F., Estimation for the three-parameter Weibull, lognormal, and gamma distributions, Comput. Statist. Data Anal., 3 (1985) 11-23.
    • (1985) Comput. Statist. Data Anal. , vol.3 , pp. 11-23
    • Kappenmann, R.F.1
  • 23
    • 84980107527 scopus 로고
    • Estimation of parameters in the three-parameter lognormal distribution
    • Lambert, J.A., Estimation of parameters in the three-parameter lognormal distribution, Austral. J. Statist., 6 (1964) 29-32.
    • (1964) Austral. J. Statist. , vol.6 , pp. 29-32
    • Lambert, J.A.1
  • 25
    • 0042962394 scopus 로고
    • Estimation on order statistics of small samples from a three-parameter lognormal distribution
    • Munro A.H. and R.A.J. Wixley, Estimation on order statistics of small samples from a three-parameter lognormal distribution, J. Amer. Statist. Assoc., 65 (1970) 212-225.
    • (1970) J. Amer. Statist. Assoc. , vol.65 , pp. 212-225
    • Munro, A.H.1    Wixley, R.A.J.2
  • 26
    • 0000238336 scopus 로고
    • A simplex method for function minimization
    • Neider, J.A. and R. Mead, A simplex method for function minimization, Comput. J., 7 (1965) 308-313.
    • (1965) Comput. J. , vol.7 , pp. 308-313
    • Neider, J.A.1    Mead, R.2
  • 28
    • 33846446220 scopus 로고
    • Restart procedures for the conjugate gradient method
    • Powell, M.J.D., Restart procedures for the conjugate gradient method, Math. Programming, 12 (1977) 241-254.
    • (1977) Math. Programming , vol.12 , pp. 241-254
    • Powell, M.J.D.1
  • 29
    • 0023532708 scopus 로고
    • A comparison of maximum likelihood and Bayesian estimators for the three-parameter Weibull distribution
    • Smith, R.L. and J.C. Naylor, A comparison of maximum likelihood and Bayesian estimators for the three-parameter Weibull distribution, Appl. Statist., 36 (1987) 358-369.
    • (1987) Appl. Statist. , vol.36 , pp. 358-369
    • Smith, R.L.1    Naylor, J.C.2
  • 31
    • 0041960667 scopus 로고
    • Fitting three-parameter lognormal models by numerical global optimization - An improved algorithm
    • Wingo, D.R., Fitting three-parameter lognormal models by numerical global optimization - an improved algorithm, Comput. Statist. Data Anal., 2 (1984) 13-25.
    • (1984) Comput. Statist. Data Anal. , vol.2 , pp. 13-25
    • Wingo, D.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.