Bayesian and Non-Bayesian Analysis of the Log-Normal Distribution and Log-Normal Regression
作者:
Arnold Zellner,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1971)
卷期:
Volume 66,
issue 334
页码: 327-330
ISSN:0162-1459
年代: 1971
DOI:10.1080/01621459.1971.10482263
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
In this article, Bayesian and non-Bayesian methods for estimating parameters of the log-normal distribution and of log-normal regression processes are considered. Posterior distributions for parameters of interest are derived and their properties are described. With respect to point estimation, a rather broad class of estimators is defined and, relative to this class, new minimal mean square error (MSE) estimators for the median and mean of the log-normal distribution and for the median and mean of the dependent variable in log-normal regressions are derived.
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