一個修正的最小平方法估計三參數的對數常態分配

CNU IR > Chna Nan Annual Bulletin > No.29 (2003) > Item 310902800/21389

Please use this identifier to cite or link to this item: https://ir.cnu.edu.tw/handle/310902800/21389

Title:	一個修正的最小平方法估計三參數的對數常態分配 The Estimation of Three-parameter Lognormal Distribution by a Modified Least Square Method
Authors:	陶舜華吳宜璈沈清泉
Contributors:	醫務管理系資訊管理系
Keywords:	修正的最小平方估計法三參數的對數常態分配最大概似估計量 Modified least squares estimator (MLSE) Three-parameter lognormal distribution Maximum likelihood estimator (MLE)
Date:	2003
Issue Date:	2009-06-11 13:34:52 (UTC+8)
Abstract:	本文提供以修正的最小平方法來估計三參數的對數常態分配的參數，三參數即最低故障時間參數、尺度參數及形狀參數。一般常用的最大概似估計量(maximumlikelihood estimator)雖是最有效的估計量，然對三參數的估算卻是較麻煩的，本文提供一個較為簡易的方法來估計參數，而其方法經模擬比較與概似估計量在有效性與一致性(consistence)均是相似的。 This investigation provides a modified least square method to estimate three parameters, i.e. threshold parameter, scale parameter, and shape parameter, of the lognormal distribution. MLE (Maximum Likelihood Estimator) is most often used and most efficient for the estimation of these three estimators. However, the estimation is quite complicated in three-parameter lognormal distribution. This article will demonstrate by simulation results the proposed modified least square method has similar efficiency and consistency to MLE, but is much simpler and easier to understand.
Relation:	嘉南學報(科技類)29期：p.24-32
Appears in Collections:	[Chna Nan Annual Bulletin] No.29 (2003) [Dept. of Hospital and Health (including master's program)] Periodical Articles [Dept. of Information Management] Periodical Articles

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