ON THE MISSPECIFICATION OF A LOGNORMAL-DISTRIBUTION

被引：0

作者：

ALKHALIDI, HR ^{[1
]}

机构：

[1] PROCTER & GAMBLE CO,DEPT BIOMETR & STAT SCI,CINCINNATI,OH 45242

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1994年 / 23卷 / 08期

关键词：

CONFIDENCE INTERVALS; HEAVY-TAIL; LOGNORMAL DISTRIBUTION; MISSPECIFICATION; T-STATISTIC;

D O I：

10.1080/03610929408831390

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The effects of assuming a normal distribution when in fact the data are lognormal are examined with respect to confidence intervals based on the usual t-statistic. The nature and degree of coverage probabilities which can be overstated or understated are examined.

引用

页码：2343 / 2350

页数：8