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A simple exact method for testing hypotheses about the shape parameter of a log-normal distribution

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  • Zhenmin Chen

Abstract

The log-normal distribution is a useful lifetime distribution in many areas. The survival function of a log-normal distribution cannot be expressed in close forms. This makes it difficult to develop exact statistical methods for parameter estimation when censoring occurs. This article proposes a simple and exact method for conducting statistical tests about the shape parameter of a log-normal distribution. Necessary tables are provided based on Monte Carlo simulation. The method can be used for type II censored data. Comparing with existing exact methods, this method uses fewer tables and is easier for calculations.

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  • Zhenmin Chen, 1999. "A simple exact method for testing hypotheses about the shape parameter of a log-normal distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(7), pages 789-805.
    • Handle: RePEc:taf:japsta:v:26:y:1999:i:7:p:789-805
    DOI: 10.1080/02664769922034
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