期刊名称：Journal of Modern Applied Statistical Methods
出版年度：2006
卷号：5
期号：1
页码：15
出版社：Wayne State University
摘要：Point estimation of the parameters of the lognormal distribution with censored data is considered. The often employed maximum likelihood estimator does not exist in closed form and iterative methods that require very good starting points are needed. In this article, some techniques of finding closed form estimators to this situation are presented and extended. An extensive simulation study is carried out to investigate and compare the performance of these techniques. The results show that some of them are highly efficient as compared with the maximum likelihood estimator.
关键词：Modified maximum likelihood estimator; least squares estimators; lognormal distribution; mean squared error; Persson Rootzen estimators
