Al-Hussaini, E., Narooz, S. (1978). Truncated Three-Parameter Lognormal Estimation. The Egyptian Statistical Journal, 22(2), 13-28. doi: 10.21608/esju.1978.315632
Essam K. Al-Hussaini; Samia D. Narooz. "Truncated Three-Parameter Lognormal Estimation". The Egyptian Statistical Journal, 22, 2, 1978, 13-28. doi: 10.21608/esju.1978.315632
Al-Hussaini, E., Narooz, S. (1978). 'Truncated Three-Parameter Lognormal Estimation', The Egyptian Statistical Journal, 22(2), pp. 13-28. doi: 10.21608/esju.1978.315632
Al-Hussaini, E., Narooz, S. Truncated Three-Parameter Lognormal Estimation. The Egyptian Statistical Journal, 1978; 22(2): 13-28. doi: 10.21608/esju.1978.315632
The left, right and doubly truncated 3-parameter lognormal density functions are given and their moments evaluated. Moment estimation of the three parameters , and is discussed and maximum likelihood equations obtained in all cases. Solutions of the ML equations are computed using the methods proposed by [2] and [3]. The elements of the information matrices are determined and the variances of estimates computed. Approximate biases in the estimates , and are derived and computed in all cases of left, right and double truncation. and are shown to be approximately unbased. is shown to be biased and its approximate bias is given. The bias in is shown to tend to zero for large sample size.
View on SCiNiTO
Top