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Estimation for 3-parameter lognormal distribution with unknown shifted origin

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Abstract

A new reparameterization of a 3-parameter lognormal distribution with unknown shifted origin is presented by using a dimensionless parameter. We avoid, in this article, the application of logarithmic and exponential transformations to a value which has a physical dimension. The distribution function contains two dimensional parameters and one dimensionless parameter. Modified moment estimators and maximum likelihood estimators are presented. The presented modified moment estimators and maximum likelihood estimators are confronted with some actual data.

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Authors and Affiliations

  1. Dept. of Applied Mathematics Faculty of Engineering, Hiroshima University, 724, Higashi-Hiroshima, Japan

    K. Iwase

  2. The Institute of Statistical Mathematics, 4-6-7 Minami-Azabu, Minato-ku, 106, Tokyo, Japan

    K. Kanefuji

Authors
  1. K. Iwase
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  2. K. Kanefuji
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Iwase, K., Kanefuji, K. Estimation for 3-parameter lognormal distribution with unknown shifted origin. Statistical Papers 35, 81–90 (1994). https://doi.org/10.1007/BF02926402

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  • DOI: https://doi.org/10.1007/BF02926402

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