| 三参数对数正态分布的参数估计 |
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| 引用本文： | 张忠占.三参数对数正态分布的参数估计[J].高校应用数学学报(A辑),1993(4):386-395. |
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| 作者姓名： | 张忠占 |
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| 作者单位： | 北京工业大学应用数学系 100022 |
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| 摘 要： | 本文讨论了三参数对正态分布的参数估计问题，指出了最小二乘估计存在的问题，并提出了两种修改的最小二乘估计，模拟研究表明，这种估计较以前提出的估计有一定的优点。
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| 关 键 词： | 对数正态分布 参数估计 蒙特卡罗法 |
ESTIMATION METHODS IN THE THREE-PARAMETER LOGNORMAL DISTRIBUTION |
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| Zhang Zhongzhan.ESTIMATION METHODS IN THE THREE-PARAMETER LOGNORMAL DISTRIBUTION[J].Applied Mathematics A Journal of Chinese Universities,1993(4):386-395. |
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| Authors: | Zhang Zhongzhan |
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| Abstract: | In this paper we present two modified least square estimations of parameters in the three-parameter lognormal distribution in comparison with Cohen's modified likelihood estimation, modified moment estimation and Kane's estimation. It is proved that the modified least square estimations have some properties better than Cohen's and Kane's by Monto-Carlo method. |
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| Keywords: | Three-paramerter Lognormal Distribution Estimation Monto-Carlo Simulation |
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