Parameter Estimation in a Three-Parameter Lognormal Distribution

Kozlov, V. D.; Maysuradze, Archil

doi:10.1007/s10598-019-09456-9

Cited by 2 publications

(1 citation statement)

References 5 publications

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“…There are other methods of estimation also available such as Least Square Method, Bayesian Estimation Method, Method of Moments, but Maximum Likelihood Estimation is the widely used method for estimating parameters. See, for example, Renganathan (2017), Norden (1972, Westling et al (2023), Kvan and Samaniego (1994), Eliason (1993), Ginos (2009), and Kozlov and Marysuradze (2019).…”

Section: Introductionmentioning

confidence: 99%

The Choice of Maximum Likelihood Estimate among the Lognormal, Weibull and Mixed-Lognormal-Weibull Distributions: An Empirical Examination of Stock Price Returns

Anderson Ugomma

2024

African Journal of Mathematics and Statistics Studies

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This paper compared the maximum likelihood estimates (MLE) of lognormal, Weibull and Mixed-lognormal-weibull distributions. The data for this study were Coca-cola stock price returns obtained from https://ng.www.investing.com/equities/cocacola-bottle-historical-data and the result with the help of Excel package shows that Weibull distributionhas the minimum Mean Squared Error among the lognormal and Mixed-lognormal-weibull distributions; hence, the maximum likelihood estimate of the Weibull distribution is the choice.

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Section: Introductionmentioning

confidence: 99%

The Choice of Maximum Likelihood Estimate among the Lognormal, Weibull and Mixed-Lognormal-Weibull Distributions: An Empirical Examination of Stock Price Returns

Anderson Ugomma

2024

African Journal of Mathematics and Statistics Studies

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Is the orbital distribution of multiplanet systems influenced by pure three-planet resonances?

Cerioni

Beaugé

Gallardo

2022

Monthly Notices of the Royal Astronomical Society

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We analyse the distribution of known multi-planet systems (N ≥ 3) in the plane of mean-motion ratios, and compare it with the resonance web generated by two-planet mean-motion resonances (2P-MMR) and pure 3-planet commensurabilities (pure 3P-MMR). We find intriguing evidence of a statistically significant correlation between the observed distribution of compact low-mass systems and the resonance structure, indicating a possible causal relation. While resonance chains such as Kepler-60, Kepler-80 and TRAPPIST-1 are strong contributors, most of the correlation appears to be caused by systems not identified as resonance chains. Finally, we discuss their possible origin through planetary migration during the last stages of the primordial disc and/or an eccentricity damping process.

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Parameter Estimation in a Three-Parameter Lognormal Distribution

Cited by 2 publications

References 5 publications

The Choice of Maximum Likelihood Estimate among the Lognormal, Weibull and Mixed-Lognormal-Weibull Distributions: An Empirical Examination of Stock Price Returns

The Choice of Maximum Likelihood Estimate among the Lognormal, Weibull and Mixed-Lognormal-Weibull Distributions: An Empirical Examination of Stock Price Returns

Is the orbital distribution of multiplanet systems influenced by pure three-planet resonances?

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