Interval estimation for the mean of lognormal data with excess zeros

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• 作者：Xinmin Li ; Xiaohua Zhou ; Lili Tian
• 关键词：Lognormal distribution ; Fiducial quantity ; Generalized confidence intervals ; Coverage probability
• 刊名：Statistics and Probability Letters
• 出版年：2013
• 出版时间：November, 2013
• 年：2013
• 卷：83
• 期：11
• 页码：2447-2453
• 全文大小：360 K

文摘

This paper considered interval estimations for the mean of lognormal distribution with excess zeros. We proposed two methods for interval estimation based on an approximate generalized pivotal quantity and a fiducial quantity. Simulation results show that the fiducial approach has highly accurate coverage probability and fairly low bias.