Empirical comparison of several methods for parameter estimation of a shifted lognormal distribution

被引：0

作者：

Muñoz D.F. ^{[1
]}

Ruiz C. ^{[2
]}

Guzman S. ^{[2
]}

机构：

[1] Dpto. de Ingeniería Industrial y de Operaciones, Instituto Tecnológico Autónomo de México, Río Hondo 1, México, Distrito Federal

[2] Dpto. de Ingeniería de Negocios, Escuela Superior de Economía y Negocios, Santa Tecla, La Libertad

来源：

Informacion Tecnologica | 2016年 / 27卷 / 03期

关键词：

Distribution fitting; Input analysis; Lognormal distribution; Parameter estimation;

D O I：

10.4067/S0718-07642016000300012

中图分类号：

学科分类号：

摘要：

This article presents the results of the comparison done using five methodologies for the fitting of parameters of a shifted lognormal distribution. The methods considered in this research are: the method of moments, the method of local maximum likelihood, a method proposed by Nagatsuka and Balakrishnan, a modification of this latter method, and a new method proposed in this article. The method of local maximum likelihood provided estimators with good properties when the sample size is not too small and the method did not fail. On the other hand, the modified method of Nagatsuka and Balakrishnan exhibited the best performance from the point of view of the mean squared error. The new method proposed in this work exhibited the best performance from the point of view of a measure of goodness of fit.

引用

页码：131 / 140

页数：9

共 13 条

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