Y. Komori and H. Hirose (2004), Easy estimation by a new parameterization for the three-parameter lognormal distribution, Journal of Statistical Computation and Simulation, 74 (1), 63-74.
Abstract
A new parameterization and algorithm are proposed for seeking the primary relative maximum of the likelihood function in the three-parameter lognormal distribution. The parameterization yields the dimension reduction of the three-parameter estimation problem to a two-parameter estimation problem on the basis of an extended lognormal distribution. The algorithm provides the way of seeking the profile of an object function in the two-parameter estimation problem. It is simple and numerically stable because it is constructed on the basis of the bisection method. The profile clearly and easily shows whether a primary relative maximum exists or not, and also gives a primary relative maximum certainly if it exists.
The following are source files implimenting the algorithm proposed in the paper: Sample_codes_JSCS2004.
Last updated: 2026/01/04