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Estimation in the Three-Parameter Lognormal Distribution

by: A. C. Cohen, B. J. Whitten
Journal of the American Statistical Association, Vol. 75, No. 370. (1980), pp. 399-404, doi:10.1080/01621459.1980.10477484  Key: citeulike:12130490

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Abstract

Abstract This article is primarily concerned with modifications of local maximum likelihood estimators and modifications of moment estimators for parameters of the three-parameter lognormal distribution. First, second, and third order statistics are employed to facilitate estimation of the distribution lower limit. Computational procedures are developed to simplify the practical application of these estimators. Results of a simulation study provide insight into the sampling behavior of the estimates.


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