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315632

Truncated Three-Parameter Lognormal Estimation

Article

Last updated: 28 Dec 2024

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Abstract

The left, right and doubly truncated 3-parameter lognormal density functions are given and their moments evaluated. Moment estimation of the three parameters ,  and  is discussed and maximum likelihood equations obtained in all cases. Solutions of the ML equations are computed using the methods proposed by [2] and [3]. The elements of the information matrices are determined and the variances of estimates computed. Approximate biases in the estimates  ,  and  are derived and computed in all cases of left, right and double truncation.  and are shown to be approximately unbased.  is shown to be biased and its approximate bias is given. The bias in  is shown to tend to zero for large sample size.

DOI

10.21608/esju.1978.315632

Keywords

Lognormal Estimation, Moment Estimation, Maximum likelihood

Authors

First Name

Essam

Last Name

Al-Hussaini

MiddleName

K.

Affiliation

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Email

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City

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Orcid

-

First Name

Samia

Last Name

Narooz

MiddleName

D.

Affiliation

-

Email

-

City

-

Orcid

-

Volume

22

Article Issue

2

Related Issue

43264

Issue Date

1978-12-01

Receive Date

2023-09-02

Publish Date

1978-12-01

Page Start

13

Page End

28

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_315632.html

Detail API

https://esju.journals.ekb.eg/service?article_code=315632

Order

2

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Truncated Three-Parameter Lognormal Estimation

Details

Type

Article

Created At

28 Dec 2024