Efficient and Robust Fitting of Lognormal Distributions
نویسندگان
چکیده
منابع مشابه
Efficient and Robust Fitting of Lognormal Distributions
In parametric modeling of loss distributions in actuarial science, a versatile choice with intermediate tail weight is the lognormal distribution. Surprisingly, however, the fitting of this model using estimators which are at once efficient and robust has not been seriously addressed in the extensive literature. Consequently, for example, typical estimators of the lognormal mean and variance fa...
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ژورنال
عنوان ژورنال: North American Actuarial Journal
سال: 2002
ISSN: 1092-0277,2325-0453
DOI: 10.1080/10920277.2002.10596067