Y. Komori (2010), Robust algorithm associated with a parameterization for the three-parameter lognormal distribution, Technical Report CSSE-37, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

Abstract
Associated with a parameterization for the three-parameter lognormal distribution, algorithm was proposed by Komori and Hirose (2004), which can find a local maximum likelihood (ML) estimate surely if it exists. Nevertheless, by Vera and Diaz-Garcia (2008) it was shown that performance in finding a local ML estimate deteriorated by adopting the parameterization only and using other algorithm. In this short paper, it will be shown that Komori and Hirose's algorithm and the parameterization recover performance under the same setting for simulated data as that in (Vera and Diaz-Garcia, 2008).

The material in this report has been superseded by Y. Komori (2015).

The pdf file is obtainable from here.

The following are MATLAB codes implimenting the algorithm dealt with in the report:

Sample_codes_for_LN.zip

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Last updated: 2014/07/29