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Easy Estimation by a New Parameterization in the Three-Parameter Lognormal Distribution
http://hdl.handle.net/10228/721
http://hdl.handle.net/10228/7217b9317f0-1ef4-4a5c-9e57-317fa3e1b3bb
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
csse-16.pdf (609.9 kB)
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| アイテムタイプ | テクニカルレポート = Technical Report(1) | |||||||||||||||||||||
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| 公開日 | 2008-01-21 | |||||||||||||||||||||
| 資源タイプ | ||||||||||||||||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_18gh | |||||||||||||||||||||
| 資源タイプ | technical report | |||||||||||||||||||||
| タイトル | ||||||||||||||||||||||
| タイトル | Easy Estimation by a New Parameterization in the Three-Parameter Lognormal Distribution | |||||||||||||||||||||
| 言語 | en | |||||||||||||||||||||
| 言語 | ||||||||||||||||||||||
| 言語 | eng | |||||||||||||||||||||
| 著者 |
小守, 良雄
× 小守, 良雄
× 廣瀬, 英雄
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| 抄録 | ||||||||||||||||||||||
| 内容記述タイプ | Abstract | |||||||||||||||||||||
| 内容記述 | A new computing method is proposed for the primary relative maximum of thelikelihood function in the three parameter lognormal distribution In the methodthe distribution is transformed to the extended lognormal distribution and thethree parameter estimation problems for the extended distribution are changed totwo parameter estimation problems which demand to maximize an object functionof the two parameters Since the function goes to +∞ only if both parameterssimultaneously go to +∞ or -∞ the two parameter estimation problems can beexpected to avoid computational di culties caused by the non regularity of the like lihood function in the lognormal distribution In addition since the employment ofgraphical tools makes it possible to easily nd proper initial guesses given to iterativemethods in the two parameter problem the combination of the reparameterizationand graphical tools is a simple but highly e ective method to cope with cases wherethe selection of the initial guess is di cult In the present article furthermore the analysis of the object function is given and the properties of the estimator areinvestigated in simulations Some examples are given for illustration | |||||||||||||||||||||
| 言語 | en | |||||||||||||||||||||
| 備考 | ||||||||||||||||||||||
| 内容記述タイプ | Other | |||||||||||||||||||||
| 内容記述 | [Remark] Most of the material in this report has been superseded by the following paper: Y. Komori and H. Hirose (2004), Easy estimation by a new parameterization for the three-parameter lognormal distribution, J. Statistical Computation and Simulation, 74(1), 63-74. | |||||||||||||||||||||
| 言語 | en | |||||||||||||||||||||
| 書誌情報 |
en : Technical Report in Computer Science and Systems Engineering 発行日 2001-06-07 |
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| 出版社 | ||||||||||||||||||||||
| 出版者 | 九州工業大学 | |||||||||||||||||||||
| 言語 | ja | |||||||||||||||||||||
| ISSN | ||||||||||||||||||||||
| 収録物識別子タイプ | PISSN | |||||||||||||||||||||
| 収録物識別子 | 1344-8803 | |||||||||||||||||||||
| 出版タイプ | ||||||||||||||||||||||
| 出版タイプ | VoR | |||||||||||||||||||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||||||||||||||||||
| テクニカルレポートNo. | ||||||||||||||||||||||
| CSSE-16 | ||||||||||||||||||||||
| 異版である | ||||||||||||||||||||||
| 関連タイプ | isVersionOf | |||||||||||||||||||||
| 識別子タイプ | DOI | |||||||||||||||||||||
| 関連識別子 | https://doi.org/10.1080/0094965031000104341 | |||||||||||||||||||||
| 研究者情報 | ||||||||||||||||||||||
| https://hyokadb02.jimu.kyutech.ac.jp/html/241_ja.html | ||||||||||||||||||||||
