Inference with the lognormal distribution

Welcome to the UPF Digital Repository

Journal of Statistical Planning and Inference,
http://hdl.handle.net/10230/915
To cite or link this document: http://hdl.handle.net/10230/915
dc.contributor.author Longford, Nicholas
dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresa
dc.date.issued 2008-07-01
dc.identifier.citation Journal of Statistical Planning and Inference,
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 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.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.title Inference with the lognormal distribution
dc.title.alternative Vol. 139, pages 2329-2340, 2009
dc.type info:eu-repo/semantics/workingPaper
dc.date.modified 2014-06-03T07:14:22Z
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


See full text
This document is licensed under a Creative Commons license:

Search


Advanced Search

Browse

My Account

Statistics