The higher order likelihood method for the common mean of several log-normal distributions

被引:0
作者
S. H. Lin
机构
[1] National Taichung University of Science and Technology,
来源
Metrika | 2013年 / 76卷
关键词
Coverage probability; Higher-order likelihood; Log-normal; Pivotal quantity;
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中图分类号
学科分类号
摘要
In this paper, we discuss interval estimation for the common mean of several heterogeneous log-normal (LN) populations. The proposed procedure is based on a higher order likelihood method. The merits of our proposed method are numerically compared with other three methods with respect to their expected lengths and coverage probabilities. Numerical studies have shown that the coverage probabilities of the proposed method are very accurate even for very small samples. The methods are also illustrated with an example.
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页码:381 / 392
页数:11
相关论文
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