Accession Number : ADA207586

Title :   Lognormal Distribution Maximum-Likelihood Parameter Estimation Algorithms.

Descriptive Note : Final technical rept. Jun 88-Jan 89,

Corporate Author : ARMY MISSILE COMMAND REDSTONE ARSENAL AL RESEARCH DIRECTORATE

Personal Author(s) : Dudel, H P ; Hall, C E , Jr ; Lehnigk, S H

PDF Url : ADA207586

Report Date : 01 Mar 1989

Pagination or Media Count : 43

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).

Descriptors :   *MAXIMUM LIKELIHOOD ESTIMATION, *LOGARITHM FUNCTIONS, *ALGORITHMS, PARAMETERS, DENSITY, MOMENTS, ESTIMATES, DERIVATIVES(MATHEMATICS), EQUATIONS, PROBABILITY DENSITY FUNCTIONS, MICROCOMPUTERS, COMPUTER APPLICATIONS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE