Interval and Point Estimators for the Location Parameter of the Three-Parameter Lognormal Distribution

The three-parameter lognormal distribution is the extension of the two-parameter lognormal distribution to meet the need of the biological, sociological, and other fields. Numerous research papers have been published for the parameter estimation problems for the lognormal distributions. The inclusion of the location parameter brings in some technical difficulties for the parameter estimation problems, especially for the interval estimation. This paper proposes a method for constructing exact confidence intervals and exact upper confidence limits for the location parameter of the three-parameter lognormal distribution. The point estimation problem is discussed as well. The performance of the point estimator is compared with the maximum likelihood estimator, which is widely used in practice. Simulation result shows that the proposed method is less biased in estimating the location parameter. The large sample size case is discussed in the paper.

On the Existence and Uniqueness of the Maximum Likelihood Estimators of Normal and Lognormal Population Parameters with Grouped Data

Lognormal distribution has abundant applications in various fields. In literature, most inferences on the two parameters of the lognormal distribution are based on Type-I censored sample data. However, exact measurements are not always attainable especially when the observation is below or above the detection limits, and only the numbers of measurements falling into predetermined intervals can be recorded instead. This is the so-called grouped data. In this paper, we will show the existence and uniqueness of the maximum likelihood estimators of the two parameters of the underlying lognormal distribution with Type-I censored data and grouped data. The proof was first established under the case of normal distribution and extended to the lognormal distribution through invariance property. The results are applied to estimate the median and mean of the lognormal population.

Evaluation of Some Statistical Methods for the Identification of Differentially Expressed Genes

Microarray platforms have been around for many years and while there is a rise of new technologies in laboratories, microarrays are still prevalent. When it comes to the analysis of microarray data to identify differentially expressed (DE) genes, many methods have been proposed and modified for improvement. However, the most popular methods such as Significance Analysis of Microarrays (SAM), samroc, fold change, and rank product are far from perfect. When it comes down to choosing which method is most powerful, it comes down to the characteristics of the sample and distribution of the gene expressions. The most practiced method is usually SAM or samroc but when the data tends to be skewed, the power of these methods decrease. With the concept that the median becomes a better measure of central tendency than the mean when the data is skewed, the tests statistics of the SAM and fold change methods are modified in this thesis. This study shows that the median modified fold change method improves the power for many cases when identifying DE genes if the data follows a lognormal distribution.