Title
Empirical comparison of several methods for parameter estimation of a shifted lognormal distribution
Other title
Comparación Empírica de Varios Métodos para Estimar los Parámetros de la Distribución Lognormal con Traslado
Date Issued
01 January 2016
Access level
open access
Resource Type
journal article
Author(s)
Publisher(s)
Centro de Informacion Tecnologica
Abstract
This article presents the results of the comparison done using five methodologies for the fitting of parameters of a shifted lognormal distribution. The methods considered in this research are: the method of moments, the method of local maximum likelihood, a method proposed by Nagatsuka and Balakrishnan, a modification of this latter method, and a new method proposed in this article. The method of local maximum likelihood provided estimators with good properties when the sample size is not too small and the method did not fail. On the other hand, the modified method of Nagatsuka and Balakrishnan exhibited the best performance from the point of view of the mean squared error. The new method proposed in this work exhibited the best performance from the point of view of a measure of goodness of fit.
Start page
131
End page
140
Volume
27
Issue
3
Language
Spanish
OCDE Knowledge area
Estadísticas, Probabilidad
Scopus EID
2-s2.0-84974623811
Source
Informacion Tecnologica
ISSN of the container
07168756
Sources of information: Directorio de Producción Científica Scopus