کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
417199 681468 2008 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation
چکیده انگلیسی

It is well known that the inclusion of the threshold parameter in a lognormal distribution creates serious complications for parameter estimation; several parameterized schemes and global optimization procedures have been proposed to solve the problem in the maximum likelihood framework. A global Simulated Annealing optimization heuristic is proposed to solve the problem of maximum likelihood estimation in any parameterization scheme for the three-parameter lognormal distribution, as well as for the extended lognormal distribution. Positively and negatively skewed lognormal distributions are considered by introducing a one-parameter conditional estimation procedure in the classical parameterization for the three-parameter lognormal distribution, and a dual reparameterization is introduced for parameters estimation in the extended lognormal distribution. Simulated and real data are analyzed to test the efficiency of the proposed algorithm.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 52, Issue 12, 15 August 2008, Pages 5055–5065
نویسندگان
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