Lognormal Distribution Maximum-Likelihood Parameter Estimation Algorithms.

reportActive / Technical Report | Accession Number: ADA207586 | Open PDF

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.

Author(s):
Dudel, H. P. ; Hall, C. E., Jr. ; Lehnigk, S. H.
Author Organization(s):
ARMY MISSILE COMMAND REDSTONE ARSENAL AL RESEARCH DIRECTORATE
Descriptive Note:
Final technical rept. Jun 88-Jan 89,
Pagination:
0043

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
AMSMI/TR-RD-RE-89-1, SBI-AD-E951 337
Monitor Series:
AD-E951 337
 Subject Terms
Joint Capability Areas:
JCA_5_Command and Control; JCA_1.4.1_Force Health Protection; JCA_1.4_Force Support; JCA_3.2_Engagement; JCA_3_Force Application; JCA_3.2.1_Kinetic Means; JCA_5.2_Understand; JCA_5.3_Planning; JCA_1_Force Support
Modernization Areas:
Fully Networked C3
Communities of Interest:
Biomedical
Descriptor(s):
*MAXIMUM LIKELIHOOD ESTIMATION, *LOGARITHM FUNCTIONS, *ALGORITHMS, PARAMETERS, DENSITY, MOMENTS, ESTIMATES, DERIVATIVES(MATHEMATICS), EQUATIONS, PROBABILITY DENSITY FUNCTIONS, MICROCOMPUTERS, COMPUTER APPLICATIONS
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
*Lognormal distribution, Powell estimates, Fiscal year 89, SBI1
Report Date:
1989 Mar 01