Estimators of Log-Normal Distribution Parameters |
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Authors: | Szajnowski WJ |
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Institution: | Technical University Nowowiejska 15/19 00-665 Warsaw, Poland; |
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Abstract: | The maximum likelihood estimates of the median m and mean-to-median ratio ? for a log-normally distributed variate are derived, together with the asymptotic variances of these estimates. Using a Monte Carlo simulation, it is shown that these asymptotic variances of the estimates are reasonable when the number of sample points is N ? 50forp ? 8. |
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