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Inferences on the common mean of several heterogeneous log-normal distributions

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  • Ahad Malekzadeh
  • Mahmood Kharrati-Kopaei

Abstract

We consider the problem of making inferences on the common mean of several heterogeneous log-normal populations. We apply the parametric bootstrap (PB) approach and the method of variance estimate recovery (MOVER) to construct confidence intervals for the log-normal common mean. We then compare the performances of the proposed confidence intervals with the existing confidence intervals via an extensive simulation study. Simulation results show that our proposed MOVER and PB confidence intervals can be recommended generally for different sample sizes and number of populations.

Suggested Citation

  • Ahad Malekzadeh & Mahmood Kharrati-Kopaei, 2019. "Inferences on the common mean of several heterogeneous log-normal distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 46(6), pages 1066-1083, April.
    • Handle: RePEc:taf:japsta:v:46:y:2019:i:6:p:1066-1083
    DOI: 10.1080/02664763.2018.1531980
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    Cited by:

    1. Malekzadeh Ahad & Mahmoudi Seyed Mahdi, 2020. "Constructing a confidence interval for the ratio of normal distribution quantiles," Monte Carlo Methods and Applications, De Gruyter, vol. 26(4), pages 325-334, December.
    2. Malekzadeh, Ahad & Esmaeli-Ayan, Asghar, 2021. "An exact method for testing equality of several groups in panel data models," Statistics & Probability Letters, Elsevier, vol. 177(C).

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