A comparative evaluation of the estimators of the three-parameter lognormal distribution by Monte Carlo simulation

The parameters and quantiles of the three-parameter lognormal distribution were estimated by the method of moments, modified method of moments, maximum likelihood estimation, modified maximum likelihood estimation and entropy for Monte Carlo generated samples. The performance of these estimators was...

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Bibliographic Details
Published inComputational statistics & data analysis Vol. 10; no. 1; pp. 71 - 85
Main Authors Singh, V.P., Cruise, J.F., Ma, Ming
Format Journal Article
LanguageEnglish
Published Elsevier B.V 1990
Elsevier
SeriesComputational Statistics & Data Analysis
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Summary:The parameters and quantiles of the three-parameter lognormal distribution were estimated by the method of moments, modified method of moments, maximum likelihood estimation, modified maximum likelihood estimation and entropy for Monte Carlo generated samples. The performance of these estimators was statistically evaluated, with the objective of identifying the most robust estimator from amongst them.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0167-9473
1872-7352
DOI:10.1016/0167-9473(90)90104-P