Accession Number:

ADA207586

Title:

Lognormal Distribution Maximum-Likelihood Parameter Estimation Algorithms.

Descriptive Note:

Final technical rept. Jun 88-Jan 89,

Corporate Author:

ARMY MISSILE COMMAND REDSTONE ARSENAL AL RESEARCH DIRECTORATE

Report Date:

1989-03-01

Pagination or Media Count:

43.0

Abstract:

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.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE