| Issue |
MATEC Web Conf.
Volume 254, 2019
XXIII Polish-Slovak Scientific Conference on Machine Modelling and Simulations (MMS 2018)
|
|
|---|---|---|
| Article Number | 08002 | |
| Number of page(s) | 11 | |
| Section | Theoretical and Applied Mathematics in Engineering | |
| DOI | https://doi.org/10.1051/matecconf/201925408002 | |
| Published online | 15 January 2019 | |
Monte Carlo comparison of estimation methods for the two-parameter lognormal distribution
1
Department of Applied Mathematics, Faculty of Mechanical Engineering, University of Žilina, Univerzitná 8215/1, 010 26 Žilina, Slovakia
2
Department of Materials Engineering, Faculty of Mechanical Engineering, University of Žilina, Univerzitná 8215/1, 010 26 Žilina, Slovakia
* Corresponding author: maria.michalkova@fstroj.uniza.sk
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.
Key words: lognormal distribution / maximum likelihood method / method of moments / Finney method / Monte Carlo simulation / ultimate tensile strength
© The Authors, published by EDP Sciences, 2019
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