Confidence intervals for limited moments and truncated moments in normal and lognormal models

Ionut Bebu and Thomas Mathew

Statistics & Probability Letters, 2009, vol. 79, issue 3, 375-380

Abstract: For Y distributed as normal or lognormal, the interval estimation of the mean and variance of the corresponding limited or truncated random variable is addressed using the concept of a generalized confidence interval, based on a sample from the distribution of Y. Numerical results and practical examples are used to illustrate the results.

Date: 2009
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