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

被引：10

作者：

Hirose, H ^{[1
]}

机构：

[1] HIROSHIMA CITY UNIV, FAC INFORMAT SCI, HIROSHIMA 73131, JAPAN

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 1997年 / 24卷 / 02期

关键词：

continuation method; maximum likelihood estimation; extended log-normal distribution; positively skewed log-normal distribution; negatively skewed log-normal distribution;

D O I：

10.1016/S0167-9473(96)00063-1

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 [计算机应用技术]; 0835 [软件工程];

摘要：

The main purpose of this paper is to show an extremely successful maximum likelihood parameter estimation scheme for the three-parameter log-normal distribution. The proposed algorithm, which is a combination of the continuation method and the extended log-normal distribution model, can find the existing local maximum likelihood estimates successfully without a careful selection of the starting point in the iterative process.

引用

页码：139 / 152

页数：14

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