A comparative evaluation of the estimators of the three-parameter lognormal distribution by Monte Carlo simulation
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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. 1990.
Computational Statistics & Data Analysis
author list (cited authors)
Singh, V. P., Cruise, J. F., & Ma, M.
complete list of authors
Singh, VP||Cruise, JF||Ma, Ming