Interval estimation for the mean of lognormal data with excess zeros

Xinmin Li, Xiaohua Zhou and Lili Tian

Statistics & Probability Letters, 2013, vol. 83, issue 11, 2447-2453

Abstract: 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.

Keywords: Lognormal distribution; Fiducial quantity; Generalized confidence intervals; Coverage probability (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2013.07.004

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