Title
Maximum Likelihood Estimation in the Three-parameter Log-normal Distribution Using the Continuation Method
Authors
H. Hirose
Source
Computational Statistics & Data Analysis, Vol.24, No.2, pp.139-152 (1997.4)
Abstract
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.
Key Words
continuation method, maximum likelihood estimation, extended log-normal distribution, positively skewed log-normal distribution, negatively skewed log-normal distribution, 3-PARAMETER LOGNORMAL-DISTRIBUTION, WEIBULL, MODELS
Citation

　

Times Cited in Web of Science: 7

Times Cited in Scopus: 3

Times Cited in Google Scholar: 13

Mathematical Review: 1

Cited in Books:

Inspec: 1

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