Centro de Documentacion de Fundación MAPFRE - Exact expressions for the bias and variance of estimators of the mean of a lognormal distribution

MAP20071020092

Exact expressions for the bias and variance of estimators of the mean of a lognormal distribution / M.D. Attfield and P. Hewett

Sumario: Exact mathematical expressions are given for the bias and variance of the arithmetic and maximum likelihood estimators of the first moment (mean) of a lognormal distribution. On the basis of these exact expressions, and without the need for simulation, statistics on the bias and variance have been computed for a range of sample sizes and geometric standards desviations. The results reaffirm that an unbiased maximum likelihood estimator exists that has minimum variance

En: American Industrial Hygiene Association journal. - Akron, Ohio. - Vol. 53, nº 7, July 1992 ; p. 432-435

1. Higiene industrial . 2. Contaminación atmosférica . 3. Contaminantes químicos . 4. Modelos matemáticos . 5. Modelos probabílisticos . 6. Muestreos . 7. Distribuciones de probabilidad . 8. Cálculos . 9. Control de la contaminación . I. Hewett, Paul . II. Título. III. Título: American Industrial Hygiene Association journal.