A New Estimation Procedure for the Three-Parameter Lognormal Distribution

  • Mario Chieppa
  • Pancrazio Amato
Part of the NATO Advanced study Institutes Series book series (ASIC, volume 79)

Summary

A new procedure for estimating the parameters of the lognormal distribution is presented. A Monte Carlo study, carried out with samples of various sizes, has shown that the procedure is more efficient than maximum-likelihood, when samples are small. The procedure allows, also, hypothesis testing of lognormality. A table of percentage points is presented for this purpose. Finally, an example illustrates the application of the procedure.

Key Words

logarithmic transformation parameter estimation test for lognormality. 

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References

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Copyright information

© D. Reidel Publishing Company 1981

Authors and Affiliations

  • Mario Chieppa
    • 1
    • 2
  • Pancrazio Amato
    • 1
    • 2
  1. 1.Instituto di StatisticaUniversità di BariItaly
  2. 2.Instituto di Analisi MatematicaUniversità di BariItaly

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