Inference with the lognormal distribution

Català | Castellano

dc.contributor.author	Longford, Nicholas T.
dc.contributor.other	Universitat Pompeu Fabra. Departament d'Economia i Empresa
dc.date.accessioned	2012-07-11T02:07:54Z
dc.date.available	2012-07-11T02:07:54Z
dc.date.issued	2008-09-25T08:08:38Z
dc.identifier.uri	http://hdl.handle.net/10230/915
dc.description.abstract	Several estimators of the expectation, median and mode of the lognormal distribution are derived. They aim to be approximately unbiased, efficient, or have a minimax property in the class of estimators we introduce. The small-sample properties of these estimators are assessed by simulations and, when possible, analytically. Some of these estimators of the expectation are far more efficient than the maximum likelihood or the minimum-variance unbiased estimator, even for substantial samplesizes.
dc.language.iso	cat
dc.rights.uri	Aquest document està subjecte a una llicència d'ús de Creative Commons, amb la qual es permet copiar, distribuir i comunicar públicament l'obra sempre que se'n citin l'autor original, la universitat i el departament i no se'n faci cap ús comercial ni obra derivada, tal com queda estipulat en la llicència d'ús (http://creativecommons.org/licenses/by-nc-nd/2.5/es/)
dc.subject.other	X2 distribution, efficiency, lognormal distribution, minimax estimator, Taylor expansion
dc.title	Inference with the lognormal distribution
dc.type	info:eu-repo/semantics/workingPaper
dc.date.modified	2012-07-10T07:27:22Z