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...

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Main Authors:	Zulkifli, Faiz, Daud, Noorizam, Mohamed Ramli, Norazan
Format:	Research Reports
Language:	English
Published:	Research Management Institute (RMI) 2011
Subjects:	Factor analysis. Principal components analysis. Correspondence analysis Instruments and machines
Online Access:	http://ir.uitm.edu.my/id/eprint/26327/ http://ir.uitm.edu.my/id/eprint/26327/1/LP_FAIZ%20ZULKIFLI%20RMI%2011_5.pdf

id	uitm-26327
recordtype	eprints
spelling	uitm-263272019-10-24T08:42:35Z http://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 http://ir.uitm.edu.my/id/eprint/26327/1/LP_FAIZ%20ZULKIFLI%20RMI%2011_5.pdf Zulkifli, Faiz and Daud, Noorizam and Mohamed Ramli, Norazan (2011) A modified maximum likelihood estimation for the three parameters in lognormal distribution model / Faiz Zulkifli, Noorizam Daud and Norazan Mohamed Ramli. [Research Reports] (Unpublished)
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Teknologi MARA
building	UiTM Institutional Repository
collection	Online Access
language	English
topic	Factor analysis. Principal components analysis. Correspondence analysis Instruments and machines
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
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.
format	Research Reports
author	Zulkifli, Faiz Daud, Noorizam Mohamed Ramli, Norazan
author_facet	Zulkifli, Faiz Daud, Noorizam Mohamed Ramli, Norazan
author_sort	Zulkifli, Faiz
title	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_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_sort	modified maximum likelihood estimation for the three parameters in lognormal distribution model / faiz zulkifli, noorizam daud and norazan mohamed ramli
publisher	Research Management Institute (RMI)
publishDate	2011
url	http://ir.uitm.edu.my/id/eprint/26327/ http://ir.uitm.edu.my/id/eprint/26327/1/LP_FAIZ%20ZULKIFLI%20RMI%2011_5.pdf
first_indexed	2023-09-18T23:16:40Z
last_indexed	2023-09-18T23:16:40Z
_version_	1777419158463447040

A modified maximum likelihood estimation for the three parameters in lognormal distribution model / Faiz Zulkifli, Noorizam Daud and Norazan Mohamed Ramli

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