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Shortest confidence and prediction intervals for the log‐normal
Author(s) -
Dahiya Ram C.,
Guttman Irwin
Publication year - 1982
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3556194
Subject(s) - confidence interval , statistics , variance (accounting) , mathematics , interval (graph theory) , robust confidence intervals , normal distribution , prediction interval , cdf based nonparametric confidence interval , credible interval , combinatorics , accounting , business
We provide the shortest prediction interval for X , and the shortest confidence interval for the median of X , when X has the log‐normal distribution for both the case σ 2 , the variance of log X , known and unknown. Tables are given to assist the practitioner in constructing these intervals. A real‐life example is provided to illustrate the results.