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

Pobočíková Ivana; Sedliačková Zuzana; Michalková Mária; Kuchariková Lenka

doi:10.1051/matecconf/201925408002

MATEC Web of Conferences (Jan 2019)

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

Pobočíková Ivana,
Sedliačková Zuzana,
Michalková Mária,
Kuchariková Lenka

Affiliations

Pobočíková Ivana: Department of Applied Mathematics, Faculty of Mechanical Engineering, University of Žilina
Sedliačková Zuzana: Department of Applied Mathematics, Faculty of Mechanical Engineering, University of Žilina
Michalková Mária: Department of Applied Mathematics, Faculty of Mechanical Engineering, University of Žilina
Kuchariková Lenka: Department of Materials Engineering, Faculty of Mechanical Engineering, University of Žilina

DOI: https://doi.org/10.1051/matecconf/201925408002
Journal volume & issue: Vol. 254
p. 08002

Abstract

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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.

Published in MATEC Web of Conferences

ISSN: 2261-236X (Online)
Publisher: EDP Sciences
Country of publisher: France
LCC subjects: Technology: Engineering (General). Civil engineering (General)
Website: http://www.matec-conferences.org

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