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Efficiency of the Sample Variance for the Lognormal Distribution
Author(s) -
Likeš J.
Publication year - 1983
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.19830250612
Subject(s) - statistics , mathematics , log normal distribution , estimator , variance (accounting) , bias of an estimator , minimum variance unbiased estimator , sample size determination , coefficient of variation , efficiency , sample variance , econometrics , economics , accounting
Two unbiased estimators T and ϑ∗ of the variance ϑ = var ( Y ) of a lognormal distribution are considered. Here T is the sample variance and ϑ∗ is the minimum variance unbiased estimator of ϑ. The values of the ratio E = 100 var (ϑ∗)/var ( T ) are tabulated for some values of the sample size n and of the coefficient of variation δ.