Approximation of the sum of independent lognormal variates using lognormal distribution by maximum likelihood estimation approached

QR Code

Approximation of the sum of independent lognormal variates using lognormal distribution by maximum likelihood estimation approached

Three methods of approximating the sum of lognormal variates to a lognormal distribution were studied. They were the Wilkinson approximation, the Monte Carlo version of the Wilkinson approximation and the approximation using estimated maximum likelihood lognormal parameters. The lognormal variates w...

Full description

Bibliographic Details
Main Authors:	Abdul Rahman Othman, Lai, Choo Heng, Aissa, Sonia, Nora Muda
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2023
Online Access:	http://journalarticle.ukm.my/21554/ http://journalarticle.ukm.my/21554/1/S%2024.pdf

Similar Items

A modified maximum likelihood estimation for the three parameters in lognormal distribution model / Faiz Zulkifli, Noorizam Daud and Norazan Mohamed Ramli
by: Zulkifli, Faiz, et al.
Published: (2011)

On the estimation of three parameters lognormal distribution based on fuzzy life time data
by: Shafiq, Muhammad, et al.
Published: (2016)

The application of lognormal distribution on the new two-sided group chain sampling plan
by: Muhammad Farouk,, et al.
Published: (2020)

Parametric bootstrap confidence interval estimation for the percentile and difference between the percentiles of delta-lognormal distributions with application to rainfall data in Thailand
by: Warisa Thangjai,, et al.
Published: (2023)

Maximum likelihood estimation in mixed integer linear model with P-norm distribution
by: Li, Bofeng, et al.
Published: (2010)

Application of maximum likelihood estimation to stochastic short rate models
by: Fergusson, Kevin, et al.
Published: (2015)

On Robust Alternatives to the Maximum Likelihood Estimators of a Linear Functional Relationship
by: Abdullah, Mokhtar
Published: (1989)

Maximum; Likelihood Estimation For The Non-Separable Spatial Unilateral Autoregressive Model.
by: Awang, Norhashidah, et al.
Published: (2008)

An algebraic solution of maximum likelihood function in case of Gaussian mixture distribution
by: Awange, Joseph, et al.
Published: (2016)

An Efficient Maximum Likelihood Solution in Normal Model having Constant but Unknown Coefficients of Variation
by: Gerig, Thomas M., et al.
Published: (1983)

Weighted Maximum Median Likelihood Estimation For Parameters In Multiple Linear Regression Model
by: Mohamed Ramli, Norazan
Published: (2008)

Non-parametric maximum likelihood estimation of cure fraction for interval survival data.
by: I. Aljawadi, Bader Ahmad, et al.
Published: (2011)

Parametric maximum likelihood estimation of cure fraction using interval-censored data
by: Aljawadi, Bader Ahmad I., et al.
Published: (2013)

The effect of high leverage points on the maximum estimated likelihood for separation in logistic regression
by: Ariffin @ Mat Zin, Syaiba Balqish, et al.
Published: (2014)

Bootstrap Technique For Examining The Properties Of The Maximum Likelihood Estimator Of The Spatial Unilateral Autoregressive Model.
by: Awang, Norhashidah, et al.
Published: (2009)

A comparison between bayesian and maximum likelihood estimations in estimating finite mixture model for financial data
by: Seuk, Yen Phoong, et al.
Published: (2015)

Adaptive unscented Gaussian likelihood approximation filter
by: Garcia Fernandez, Angel, et al.
Published: (2015)

Estimating weibull parameters using maximum likelihood estimation and ordinary least squares: simulation study and application on meteorological data
by: Mohd Ikbal, Nawal Adlina, et al.
Published: (2022)

Rainfall modelling using the sum of independent gamma variables
by: Roslinazairimah, Zakaria, et al.
Published: (2012)

Persistent and transient productive inefficiency: a maximum simulated likelihood approach
by: Filippini, M., et al.
Published: (2016)

Maximum Likelihood Performance of Mean Time to Failure for Right-Censored Data
by: Ibrahim, Noor Akma, et al.
Published: (2009)

An Estimation of Exponential Sums Associated with a Cubic Form Polynomial
by: Heng, Swee Huay
Published: (1999)

Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study.
by: Shitan, Mahendran, et al.
Published: (2008)

Comparison of the Bayesian and maximum likelilhood estimation for Weibull distribution
by: Al Omari, Mohammed Ahmed, et al.
Published: (2010)

Reducing the dimensionality of hyperspectral remotely sensed data with applications for maximum likelihood image classification
by: Santich, Norman Ty
Published: (2007)

Likelihood Estimation For Slam Using Kinect Device
by: Zeeshan, Asim, et al.
Published: (2016)

An estimation of exponential sums associated with sextic polynomial
by: Sapar, Siti Hasana, et al.
Published: (2009)

New Variable Sampling Interval Run Sum Standard Deviation And Run Sum Multivariate Coefficient Of Variation Charts
by: Lim, Alex Jun Xiong
Published: (2017)

Estimation of multiple exponential sums associated with quartic polynomials
by: Yap, Hong Keat
Published: (2018)

Lindley’s approximation in estimating two-parameters inverted weighted exponential distribution
by: Nazri, Fatin Syazwani, et al.
Published: (2025)

Likelihood Based Estimation in the Logistic Model with Time Censored Data
by: Baklizi, Ayman
Published: (2002)

Comparative analysis of support vector machine, maximum likelihood and neural network classification on multispectral remote sensing data
by: Ahmad, Asmala, et al.
Published: (2018)

An explicit estimation of exponential sum associated with a quintic form
by: Mohd Atan, Kamel Ariffin
Published: (2012)

Summing amplifier
by: Shah, Asadullah, et al.
Published: (2011)

Modified multivariate cumulative sum control chart based on robust estimators
by: Razale, A. S., et al.
Published: (2023)

On approximation of the distribution for Pearson statistic
by: Dokuchaev, Nikolai

MCMC-based posterior independence approximation for RFS multitarget particle filters
by: García-Fernández, A., et al.
Published: (2014)

Maximizing Likelihood Function for Parameter Estimation in Point Clouds via Groebner Basis
by: Awange, Joseph, et al.
Published: (2014)

Generalized Likelihood Uncertainty Estimation (GLUE) methodology for optimization of extraction in natural products
by: Maulidiani, Maulidiani, et al.
Published: (2018)

Measures of influence and weighted partial likelihood estimation for cox proportional hazards regression
by: Loo, Rebecca Ting Jiin
Published: (2016)