Y. Komori (2015), Suitable algorithm associated with a parameterization for the three-parameter lognormal distribution, Communications in Statistics - Simulation and Computation, 44 (1), 239-246.

Abstract

Associated with a parameterization for the three-parameter lognormal distribution, algorithm was proposed by Komori and Hirose (2004), which can find a local maximum likelihood (ML) estimate surely if it exists. Nevertheless, by Vera and Diaz-Garcia (2008) it was shown that performance in finding a local ML estimate is deteriorated by adopting the parameterization only and using other algorithm. In the present paper, it will be shown that Komori and Hirose's algorithm should be used for the parameterization. This work will also give MATLAB codes as a useful tool for the parameter estimation of the distribution.

The following are MATLAB codes implimenting the algorithm dealt with in the paper: Sample_codes_for_LN.