The three-parameter lognormal distribution is the extension of the two-parameter lognormal distribution to meet the need of the\r\nbiological, sociological, and other fields. Numerous research papers have been published for the parameter estimation problems\r\nfor the lognormal distributions. The inclusion of the location parameter brings in some technical difficulties for the parameter\r\nestimation problems, especially for the interval estimation. This paper proposes a method for constructing exact confidence\r\nintervals and exact upper confidence limits for the location parameter of the three-parameter lognormal distribution. The point\r\nestimation problem is discussed as well. The performance of the point estimator is compared with the maximum likelihood\r\nestimator, which is widely used in practice. Simulation result shows that the proposed method is less biased in estimating the\r\nlocation parameter. The large sample size case is discussed in the paper
Loading....