Journal ArticleDOI
Moving truncations barrier-function methos for estimation in three-parameter lognormal models
TLDR
In this paper, a method of centres algorithm for maximum likelihood estimation in the three-parameter lognormal model is presented and discussed, the algorithm is a member of the class of moving truncations algorithms for solving nonlinear programming problems and is able to move the numerical search out of the region of the infinite maximum of the conditional likelihood function.Abstract:
A method of centres algorithm for maximum likelihood estimation in the three-parameter lognormal model is presented and discussed, The algorithm is a member of the class of moving truncations algorithms for solving nonlinear programming problems and is able to move the numerical search out of the region of the infinite maximum of the conditional likelihood function, thereby permitting convergence to an interior relative maximum of this function. The algorithm also includes an optimality test to locate the primary relative maximum of the likelihood function.read more
Citations
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Journal ArticleDOI
Estimating Parameters in Continuous Univariate Distributions with a Shifted Origin
TL;DR: In this paper, a general method of estimating parameters in continuous univariate distributions is proposed, which is especially suited to cases where one of the parameters is an unknown shifted origin and is shown to give consistent estimators with asymptotic efficiency equal to ML estimators when these exist.
Journal ArticleDOI
Non-regular maximum likelihood problems
Russell C. H. Cheng,L. Traylor +1 more
TL;DR: In this paper, the authors reviewed and discussed four non-regular estimation problems and compared modified likelihood and spacings methods with the Box-Cox shifted power transform (BCPT).
Journal ArticleDOI
Interval Estimation for the Three-Parameter Lognormal Distribution Via the Likelihood Function
TL;DR: In this paper, a comparison of these likelihood intervals, approximate and exact confidence intervals, is made, enabling a thorough examination of the information contained in the data about the model parameters and suggesting stable parameter transformations.
Journal ArticleDOI
Estimation of log-normal quantiles: Monte Carlo results and first-order approximations
TL;DR: In this article, Monte Carlo estimates of the average bias and root mean square error achieved with different quantile estimation procedures for the three-parameter log-normal distribution allow a comparison of the methods' performance.
Journal ArticleDOI
A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation
TL;DR: A global Simulated Annealing optimization heuristic is proposed to solve the problem of maximum likelihood estimation in any parameterization scheme for the three-parameter lognormal distribution, as well as for the extended lognorm distribution.
References
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Book
Nonlinear Programming: Sequential Unconstrained Minimization Techniques
TL;DR: This report gives the most comprehensive and detailed treatment to date of some of the most powerful mathematical programming techniques currently known--sequential unconstrained methods for constrained minimization problems in Euclidean n-space--giving many new results not published elsewhere.
Journal ArticleDOI
The Lognormal Distribution.
J. Aitchison,J. A. C. Brown +1 more
TL;DR: Lloyds Bank has its main root in a substantial private bank founded in Birmingham nearly two centuries ago; one hundred years ago this Bank still had only the one office in Birmingham, with a related private banking house in Lombard Street, and by amalgamation it has absorbed scores of other eighteenth and nineteenth century banks, both private and joint stock, and at least two of the former reach back into Restoration London, perhaps Cromwellian London.
Book
The lognormal distribution
TL;DR: Lloyds Bank has its main root in a substantial private bank founded in Birmingham nearly two centuries ago; one hundred years ago this Bank still had only the one office in Birmingham, with a related private banking house in Lombard Street, and by amalgamation it has absorbed scores of other eighteenth and nineteenth century banks, both private and joint stock, and at least two of the former reach back into Restoration London, perhaps Cromwellian London.
Journal ArticleDOI
Maximum-Likelihood Estimation of the Parameters of Gamma and Weibull Populations from Complete and from Censored Samples
H. Leon Harter,Albert H. Moore +1 more
TL;DR: In this paper, a joint maximum likelihood estimation of the three parameters of the Gamma and Weibull populations is presented, from complete and censored samples, from the first m failure times in simulated life tests of n items.
Journal ArticleDOI
The Three-Parameter Lognormal Distribution and Bayesian Analysis of a Point-Source Epidemic
TL;DR: In this article, it is shown that there exist paths along which the likelihood function of any sample t 1, …, tn tends to ∞ as (γ, μ, σ2) approaches (t (1), − ∞, + ∞), where t (1) is the smallest of the ti, and hence that in a meaningful sense this is the maximum-likelihood estimate.
Related Papers (5)
Local-Maximum-Likelihood Estimation of the Parameters of Three-Parameter Lognormal Populations from Complete and Censored Samples
H. Leon Harter,Albert H. Moore +1 more
Maximum Likelihood Estimation in the Three‐Parameter Lognormal Distribution
F. Giesbrecht,O. Kempthorne +1 more