Variance of the MVUE for Lognormal Variance
作者:
Jiří Likš,
期刊:
Technometrics
(Taylor Available online 1980)
卷期:
Volume 22,
issue 2
页码: 253-258
ISSN:0040-1706
年代: 1980
DOI:10.1080/00401706.1980.10486141
出版商: Taylor & Francis Group
关键词: Lognormal distribution;Variance;Minimum variance unbiased estimator;Lognormal regression
数据来源: Taylor
摘要:
MVUE θ* of the parametric function θ = Σi–1hi, exp(biμ +ciσ2) for a lognormal distribution LN(μ, σ2) is considered. The exact variance var(θ*) is given. Then the variance of the MVUE of the parametric function θ = var (Y) = exp(2μ) {exp(2σ2) – exp(σ2)} is explored: (i) for a random sample from the LN(μ, σ2) distribution, and (ii) for a lognormal regression.
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