کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10525768 | 958224 | 2005 | 10 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A precise estimator for the log-normal mean
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
The log-normal distribution is frequently encountered in applications. The uniformly minimum variance unbiased (UMVU) estimator for the log-normal mean is given explicitly by a formula found by Finney in 1941. In contrast to this the most commonly used estimator for a log-normal mean is the sample mean. This is possibly due to the complexity of the formula given by Finney. A modified maximum likelihood estimator which approximates the UMVU estimator is derived here. It is sufficiently simple to be implemented in elementary spreadsheet applications. An elementary approximate formula for the root-mean-square error of the suggested estimator and the UMVU estimator is presented. The suggested estimator is compared with the sample mean, the maximum likelihood, and the UMVU estimators by Monte Carlo simulation in terms of root-mean-square error.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistical Methodology - Volume 2, Issue 2, July 2005, Pages 111-120
Journal: Statistical Methodology - Volume 2, Issue 2, July 2005, Pages 111-120
نویسندگان
Gunnar Taraldsen,