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

abstract

• 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.

authors

• Singh, Vijay

published proceedings

• Computational Statistics & Data Analysis

author list (cited authors)

• Singh, V. P., Cruise, J. F., & Ma, M.

citation count

• 9

complete list of authors

• Singh, VP||Cruise, JF||Ma, Ming

publication date

• August 1990

publisher

• Elsevier  Publisher

published in

• Computational Statistics and Data Analysis  Journal

Digital Object Identifier (DOI)

• 10.1016/0167-9473(90)90104-p

start page

• 71

end page

• 85

volume

• 10

issue

• 1

URL

• http://dx.doi.org/10.1016/0167-9473(90)90104-p