Lognormal Distribution Maximum-Likelihood Parameter Estimation Algorithms.
Final technical rept. Jun 88-Jan 89,
ARMY MISSILE COMMAND REDSTONE ARSENAL AL RESEARCH DIRECTORATE
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Microcomputer-based algorithms for lognormal distribution parameter estimation are presented. A program diskette will be made available upon request. For given data, the parameters three or two are estimated 1 by means of the moments, and 2 by means of the maximum-likelihood principle. Maximum-likelihood estimation is done in two different ways 1 by means of the derivative equations which result from the logarithmic likelihood function, and 2 by means of direct optimization of the logarithmic likelihood function itself. Moment estimates are used as starting values for the optimization process. Author.
- Statistics and Probability