Inference with the lognormal distribution
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.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- P. Royston, 2001. "The Lognormal Distribution as a Model for Survival Time in Cancer, With an Emphasis on Prognostic Factors," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 55(1), pages 89-104.
- Longford, N.T. & Pittau, M.G., 2006.
"Stability of household income in European countries in the 1990s,"
Computational Statistics & Data Analysis,
Elsevier, vol. 51(2), pages 1364-1383, November.
- Longford, Nicholas T. & Pittau, Maria Grazia, 2003. "Stability of household income in European countries in the 1990's," IRISS Working Paper Series 2003-08, IRISS at CEPS/INSTEAD.
- Zabel, Jeffrey E, 1999. "Controlling for Quality in House Price Indices," The Journal of Real Estate Finance and Economics, Springer, vol. 19(3), pages 223-41, November.
When requesting a correction, please mention this item's handle: RePEc:upf:upfgen:1104. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ()
If references are entirely missing, you can add them using this form.