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Record W4321379229 · doi:10.17576/jsm-2023-5201-24

Approximation of the Sum of Independent Lognormal Variates using Lognormal Distribution by Maximum Likelihood Estimation Approached

2023· article· en· W4321379229 on OpenAlexaff
Abdul Rahman Othman, Choo Heng Lai, Sonia Aissa Sonia Aissa, Nora Muda

Bibliographic record

VenueSains Malaysiana · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicForecasting Techniques and Applications
Canadian institutionsInstitut National de la Recherche Scientifique
Fundersnot available
KeywordsLog-normal distributionMathematicsIndependent and identically distributed random variablesMonte Carlo methodStatisticsSample size determinationApplied mathematicsRandom variable

Abstract

fetched live from OpenAlex

Three methods of approximating the sum of lognormal variates to a lognormal distribution were studied. They were the Wilkinson approximation, the Monte Carlo version of the Wilkinson approximation and the approximation using estimated maximum likelihood lognormal parameters. The lognormal variates were generated empirically using Monte Carlo simulation based on several conditions such as number of lognormal variates in the sum, number of sample points in the variates, the variates are independent and identically distributed (IID) and also not identically distributed (NIID) with lognormal parameters. Evaluation of all three lognormal approximation methods was performed using the Anderson Darling test. Results show that the approximation using estimated maximum likelihood lognormal parameters produced Type I errors close to the 0.05 target and is considered the best approximation.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.621
Threshold uncertainty score0.431

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.002
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.069
GPT teacher head0.330
Teacher spread0.261 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2023
Admission routes1
Has abstractyes

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