A modified maximum likelihood estimation for the three parameters in lognormal distribution model / Faiz Zulkifli, Noorizam Daud and Norazan Mohamed Ramli
The introduction of the threshold parameters in three parameters lognormal distribution(λ ,μ ,σ) creates complications when we seek to estimate these parameters from sample. Hill(1963) has shown that global maximum likelihood estimators resulted in inadmissibleestimates as the likelihood function of...
| Main Authors: | , , |
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| Format: | Research Reports |
| Language: | English |
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Research Management Institute (RMI)
2011
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/26327/1/LP_FAIZ%20ZULKIFLI%20RMI%2011_5.pdf |
| _version_ | 1825736440038817792 |
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| author | Zulkifli, Faiz Daud, Noorizam Mohamed Ramli, Norazan |
| author_facet | Zulkifli, Faiz Daud, Noorizam Mohamed Ramli, Norazan |
| author_sort | Zulkifli, Faiz |
| collection | UITM |
| description | The introduction of the threshold parameters in three parameters lognormal distribution(λ ,μ ,σ) creates complications when we seek to estimate these parameters from sample. Hill(1963) has shown that global maximum likelihood estimators resulted in inadmissibleestimates as the likelihood function of any ordered sample tends to infinity when(λ ,μ ,σ ) approach( ,−∞, ∞) 1 x respectively. Hence, in this project we would like to propose anew modified version of maximum likelihood estimation to cater for the above problem. Theperformance of the proposed method compared to the existing method suggested by Cohenand Whitten (1980), will be examined and verified through a rigorous simulation procedureusing S-PLUS programming language. A sensitivity analysis will be conducted to study thebehaviour of the estimators in meeting the asymptotic normality assumption. For illustration,the proposed method will be applied to real data sets such as biological and physical sciencesdata. |
| first_indexed | 2024-03-06T02:02:52Z |
| format | Research Reports |
| id | uitm.eprints-6327 |
| institution | Universiti Teknologi MARA |
| language | English |
| last_indexed | 2024-03-06T02:02:52Z |
| publishDate | 2011 |
| publisher | Research Management Institute (RMI) |
| record_format | dspace |
| spelling | uitm.eprints-63272023-07-14T01:27:31Z https://ir.uitm.edu.my/id/eprint/26327/ A modified maximum likelihood estimation for the three parameters in lognormal distribution model / Faiz Zulkifli, Noorizam Daud and Norazan Mohamed Ramli Zulkifli, Faiz Daud, Noorizam Mohamed Ramli, Norazan Factor analysis. Principal components analysis. Correspondence analysis Instruments and machines The introduction of the threshold parameters in three parameters lognormal distribution(λ ,μ ,σ) creates complications when we seek to estimate these parameters from sample. Hill(1963) has shown that global maximum likelihood estimators resulted in inadmissibleestimates as the likelihood function of any ordered sample tends to infinity when(λ ,μ ,σ ) approach( ,−∞, ∞) 1 x respectively. Hence, in this project we would like to propose anew modified version of maximum likelihood estimation to cater for the above problem. Theperformance of the proposed method compared to the existing method suggested by Cohenand Whitten (1980), will be examined and verified through a rigorous simulation procedureusing S-PLUS programming language. A sensitivity analysis will be conducted to study thebehaviour of the estimators in meeting the asymptotic normality assumption. For illustration,the proposed method will be applied to real data sets such as biological and physical sciencesdata. Research Management Institute (RMI) 2011 Research Reports NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/26327/1/LP_FAIZ%20ZULKIFLI%20RMI%2011_5.pdf A modified maximum likelihood estimation for the three parameters in lognormal distribution model / Faiz Zulkifli, Noorizam Daud and Norazan Mohamed Ramli. (2011) [Research Reports] (Unpublished) |
| spellingShingle | Factor analysis. Principal components analysis. Correspondence analysis Instruments and machines Zulkifli, Faiz Daud, Noorizam Mohamed Ramli, Norazan A modified maximum likelihood estimation for the three parameters in lognormal distribution model / Faiz Zulkifli, Noorizam Daud and Norazan Mohamed Ramli |
| title | A modified maximum likelihood estimation for the three parameters in lognormal distribution model / Faiz Zulkifli, Noorizam Daud and Norazan Mohamed Ramli |
| title_full | A modified maximum likelihood estimation for the three parameters in lognormal distribution model / Faiz Zulkifli, Noorizam Daud and Norazan Mohamed Ramli |
| title_fullStr | A modified maximum likelihood estimation for the three parameters in lognormal distribution model / Faiz Zulkifli, Noorizam Daud and Norazan Mohamed Ramli |
| title_full_unstemmed | A modified maximum likelihood estimation for the three parameters in lognormal distribution model / Faiz Zulkifli, Noorizam Daud and Norazan Mohamed Ramli |
| title_short | A modified maximum likelihood estimation for the three parameters in lognormal distribution model / Faiz Zulkifli, Noorizam Daud and Norazan Mohamed Ramli |
| title_sort | modified maximum likelihood estimation for the three parameters in lognormal distribution model faiz zulkifli noorizam daud and norazan mohamed ramli |
| topic | Factor analysis. Principal components analysis. Correspondence analysis Instruments and machines |
| url | https://ir.uitm.edu.my/id/eprint/26327/1/LP_FAIZ%20ZULKIFLI%20RMI%2011_5.pdf |
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