三参数对数正态分布的一种新参数化的简易估计
Easy estimation by a new parameterization for the three-parameter lognormal distribution
摘要：
本文提出了一种新的参数化方法和求三参数对数正态分布中似然函数初始相对最大值的算法。在扩展对数正态分布的基础上，参数化将三参数估计问题降维为两参数估计问题。该算法提供了在双参数估计问题中寻找目标函数轮廓的方法。由于它是基于对分法构造的，所以它简单且数值稳定。该剖面图清楚、容易地显示出主相对极大值是否存在，并且如果存在，也确定地给出主相对极大值。
英文摘要：
A new parameterization and algorithm are proposed for seeking the primary relative maximum of the likelihood function in the three-parameter lognormal distribution. The parameterization yields the dimension reduction of the three-parameter estimation problem to a two-parameter estimation problem on the basis of an extended lognormal distribution. The algorithm provides the way of seeking the profile of an object function in the two-parameter estimation problem. It is simple and numerically stable because it is constructed on the basis of the bisection method. The profile clearly and easily shows whether a primary relative maximum exists or not, and also gives a primary relative maximum certainly if it exists.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
