Closed-form maximum likelihood estimator for logarithmic distribution and its asymptotic variance

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dc.contributor.authorRodrigues K.A.S.
dc.date.accessioned2025-05-01T06:24:35Z
dc.date.available2025-05-01T06:24:35Z
dc.date.issued2025
dc.description.abstract© 2025 Netherlands Society for Statistics and Operations Research.This paper presents the exact analytical solution to the long-standing problem of determining the maximum likelihood estimator (MLE) for the parameter of the logarithmic distribution. Despite having been introduced more than 80 years ago, no one has derived an explicit MLE for the logarithmic distribution parameter. In addition to this primary result, we also derive the MLE asymptotic variance and provide other related findings that further contribute to the understanding of this distribution.
dc.description.issuenumber2
dc.description.volume79
dc.identifier.doi10.1111/stan.70008
dc.identifier.issnNone
dc.identifier.urihttps://dspace.mackenzie.br/handle/10899/40615
dc.relation.ispartofStatistica Neerlandica
dc.rightsAcesso Restrito
dc.subject.otherlanguageLambert W function
dc.subject.otherlanguagelogarithmic distribution
dc.subject.otherlanguagemaximum likelihood estimation
dc.titleClosed-form maximum likelihood estimator for logarithmic distribution and its asymptotic variance
dc.typeArtigo
local.scopus.citations0
local.scopus.eid2-s2.0-105002475618
local.scopus.updated2025-06-01
local.scopus.urlhttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=105002475618&origin=inward
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