Lognormal Distribution Maximum-Likelihood Parameter Estimation Algorithms.

Abstract

Microcomputer-based algorithms for lognormal distribution parameter estimation are presented. A program diskette will be made available upon request. For given data, the parameters (three or two) are estimated (1) by means of the moments, and (2) by means of the maximum-likelihood principle. Maximum-likelihood estimation is done in two different ways: (1) by means of the derivative equations which result from the logarithmic likelihood function, and (2) by means of direct optimization of the logarithmic likelihood function itself. Moment estimates are used as starting values for the optimization process. (Author).

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1989
Accession Number
ADA207586

Entities

People

  • C. E. Hall Jr.
  • H. P. Dudel
  • S. H. Lehnigk

Organizations

  • United States Army Aviation and Missile Command

Tags

Communities of Interest

  • Biomedical
  • C4I

DTIC Thesaurus Topics

  • Algorithms
  • Classification
  • Computer Programming
  • Data Science
  • Data Sets
  • Differential Equations
  • Equations
  • Information Science
  • Intervals
  • Maximum Likelihood Estimation
  • Normal Distribution
  • Observation
  • Probability
  • Probability Distributions
  • Rainfall
  • Random Variables
  • Security

Fields of Study

  • Mathematics

Readers

  • Computer Science.
  • Statistical inference.