Monte Carlo comparison of estimation methods for the two-parameter lognormal distribution

被引：0
|
作者：
Pobocikova, Ivana [1 ]
Sedliackova, Zuzana [1 ]
Michalkova, Maria [1 ]
Kucharikova, Lenka [2 ]
机构：
[1] Univ Zilina, Fac Mech Engn, Dept Appl Math, Univ 8215-1, Zilina 01026, Slovakia
[2] Univ Zilina, Fac Mech Engn, Dept Mat Engn, Univ 8215-1, Zilina 01026, Slovakia
来源：
XXIII POLISH-SLOVAK SCIENTIFIC CONFERENCE ON MACHINE MODELLING AND SIMULATIONS (MMS 2018) | 2019年 / 254卷
关键词：
lognormal distribution; maximum likelihood method; method of moments; Finney method; Monte Carlo simulation; ultimate tensile strength; MECHANICAL-PROPERTIES;
D O I：
10.1051/matecconf/201925408002
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
In the paper we compare performance of estimation methods for the two-parameter lognormal distribution via the Monte Carlo simulation. The comparison of performances is made with respect to their biases, variances, root mean square error. The methods are applied on real data set representing experimentally obtained values of ultimate tensile strength of material.
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页数：11
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