Estimating Parameters of the Three-Parameter Lognormal Distribution

Estimating Parameters of the Three-Parameter Lognormal Distribution

Focusing on the Threshold or Location Parameter

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The three-parameter lognormal distribution is widely used in many areas of sciences. Some modifications have been proposed to improve the maximum likelihood estimator. In some cases, however, the modified maximum likelihood estimates do not exist or the procedure encounter multiple estimates. The purpose of this research is focused on estimating the threshold or location parameter,because the other two estimated parameters are obtained from the first two MLE equations. In this research, a method for constructing confidence intervals, confidence limits, and point estimator for the threshold par...