Confidence Estimation of Measures of Location in the Log Normal Distribution
对数正态分布位置指标的置信估计
Based on a random sample from the N(ξ, σ1) distribution, we find confidence bands with level 1 − α for exp(ξ +bσ1) for all 6. The method is based on a technique discussed by Kanofeky (1968a, b). Using the likelihood ratio confidence region for (ξ, σ1) (Spjøtvoll, 1972) as starting point we find that the probability that the confidence interval for a particular value of b covers the true value is fairly constant under variation of b, σ and the sample size. This makes it…