Inference with the lognormal distribution

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Journal of Statistical Planning and Inference,
To cite or link this document: Longford, Nicholas
dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresa 2008-07-01
dc.identifier.citation Journal of Statistical Planning and Inference,
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 eng
dc.relation.ispartofseries Economics and Business Working Papers Series; 1104
dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
dc.title Inference with the lognormal distribution
dc.title.alternative Vol. 139, pages 2329-2340, 2009
dc.type info:eu-repo/semantics/workingPaper 2016-06-04T02:51:04Z
dc.subject.keyword Statistics, Econometrics and Quantitative Methods
dc.subject.keyword x2 distribution
dc.subject.keyword efficiency
dc.subject.keyword lognormal distribution
dc.subject.keyword minimax estimator
dc.subject.keyword taylor expansion
dc.rights.accessRights info:eu-repo/semantics/openAccess

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