Interval estimation for the mean of lognormal data with excess zeros

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.

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Year of publication:	2013
Authors:	Li, Xinmin ; Zhou, Xiaohua ; Tian, Lili
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 11, p. 2447-2453
Publisher:	Elsevier
Subject:	Lognormal distribution \| Fiducial quantity \| Generalized confidence intervals \| Coverage probability

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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