Abstract:
:To construct a confidence interval for the mean of a log-normal distribution in small samples, we propose likelihood-based approaches - the signed log-likelihood ratio and modified signed log-likelihood ratio methods. Extensive Monte Carlo simulation results show the advantages of the modified signed log-likelihood ratio method over the signed log-likelihood ratio method and other methods. In particular, the modified signed log-likelihood ratio method produces a confidence interval with a nearly exact coverage probability and highly accurate and symmetric error probabilities even for extremely small sample sizes. We then apply the methods to two sets of real-life data.
journal_name
Stat Medjournal_title
Statistics in medicineauthors
Wu J,Wong AC,Jiang Gdoi
10.1002/sim.1381subject
Has Abstractpub_date
2003-06-15 00:00:00pages
1849-60issue
11eissn
0277-6715issn
1097-0258journal_volume
22pub_type
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