A consistent parameter estimation in the three-parameter lognormal distribution |
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| Authors: | Hideki Nagatsuka N. Balakrishnan |
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| Affiliation: | 1. Faculty of System Design, Tokyo Metropolitan University, Asahigaoka 6-6, Hino-shi, Tokyo 191-0065, Japan;2. Department of Mathematics and Statistics, McMaster University, Hamilton, Ontario, Canada L8S 4K1 |
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| Abstract: | In this work, we propose a consistent method of estimation for the parameters of the three-parameter lognormal distribution. We then discuss some properties of these estimators and show by means of a Monte Carlo simulation study that the proposed estimators perform better than some other prominent estimators in terms of bias and root mean squared error. Finally, we present two real-life examples to illustrate the method of estimation proposed. |
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| Keywords: | Maximum likelihood estimators Modified moment estimators Order statistics Threshold parameter Consistency |
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