Ezistence of Mazimum Likelihood Estimation for Three-parameter Log-normal Distribution

摘要：

In the literature concerning maximum likelihood estimation (MLE),likelihood is always defined as the product of corresponding density function for the observations.When the distribution function is log-normal, the unboundedness problem will lead to nonexistence of the estimation.In this article,we introduce an observed error term to modify the traditional likelihood function and consider the condition for the existence of the MLEs of three parameters in the corrected likelihood function.It is shown through an example that the MLEs of three parameters exists if the condition is satisfied and the estimation is not sensitive to the choice of the observation error.

关键词： Three-parameter log-normal distribution mazimum likelihood estimate ezistence observation error

作者: Yincai Tang Xiaoling Wei

作者单位: Department of Statistics and Actuarial Science School of Finance and Statistics East China Normal University Shanghai 200241,China

会议类型: 国际会议

会议名称: 2009 8th International Conference on Reliability,Maintainability and Safety(第八届中国国际可靠性、维修性、安全性会议)

会议地点: 成都

会议语种:英文

页码: 305-307

在线出版日期: 2009-08-24（万方平台首次上网日期，不代表论文的发表时间）