Uniformly minimum variance unbiased estimation in lognormal and related distributions

DOI10.1080/03610928108828098zbMath0464.62023OpenAlexW2079949147MaRDI QIDQ3915806

Kunio Shimizu, Kōsei Iwase

Publication date: 1981

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928108828098

zbMATH Keywords

hypergeometric functionslognormal distributionsUMVUuniformly minimum variance unbiased estimators

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (7)

Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors ⋮ UMVUE of the IBNR reserve in a lognormal linear regression model ⋮ Covariances between umvu estimators for means of transformed variables ⋮ Variances of UMVU Estimators for Means and Variances After Using a Normalizing Transformation ⋮ Umvu estimators for the population mean and variance based on random effects models for lognormal data ⋮ A simple exact method for testing hypotheses about the shape parameter of a log-normal distribution ⋮ Some asymptotic results in the multivariate lognormal estimation theory

Cites Work

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• Correction for Bias Introduced by a Transformation of Variables
• Minimum variance unbiased estimators of the ratio of means of two lognormal variates
• The Estimation of Variances After Using a Gaussianating Transformation

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