Estimation for the three-parameter lognormal distribution based on progressively censored data

Prasanta Basak, Indrani Basak, N. Balakrishnan

Research output: Contribution to journalArticle

27 Citations (Scopus)

Abstract

Some work has been done in the past on the estimation of parameters of the three-parameter lognormal distribution based on complete and censored samples. In this article, we develop inferential methods based on progressively Type-II censored samples from a three-parameter lognormal distribution. In particular, we use the EM algorithm as well as some other numerical methods to determine maximum likelihood estimates (MLEs) of parameters. The asymptotic variances and covariances of the MLEs from the EM algorithm are computed by using the missing information principle. An alternative estimator, which is a modification of the MLE, is also proposed. The methodology developed here is then illustrated with some numerical examples. Finally, we also discuss the interval estimation based on large-sample theory and examine the actual coverage probabilities of these confidence intervals in case of small samples by means of a Monte Carlo simulation study.

Original languageEnglish (US)
Pages (from-to)3580-3592
Number of pages13
JournalComputational Statistics and Data Analysis
Volume53
Issue number10
DOIs
StatePublished - Aug 1 2009

Fingerprint

Log Normal Distribution
Censored Data
Maximum likelihood
Maximum Likelihood Estimate
Censored Samples
EM Algorithm
Large Sample Theory
Interval Estimation
Numerical methods
Coverage Probability
Asymptotic Variance
Small Sample
Confidence interval
Monte Carlo Simulation
Numerical Methods
Simulation Study
Estimator
Numerical Examples
Methodology
Alternatives

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Computational Mathematics
  • Computational Theory and Mathematics
  • Applied Mathematics

Cite this

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Estimation for the three-parameter lognormal distribution based on progressively censored data. / Basak, Prasanta; Basak, Indrani; Balakrishnan, N.

In: Computational Statistics and Data Analysis, Vol. 53, No. 10, 01.08.2009, p. 3580-3592.

Research output: Contribution to journalArticle

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