A BAYESIAN-ANALYSIS OF THE PRODUCT OF MEDIANS OR MEANS FROM A LOGNORMAL-DISTRIBUTION

被引：1
|
作者：
MENZEFRICKE, U [1 ]
机构：
[1] UNIV TORONTO,FAC MANAGEMENT,TORONTO M5S 1V4,ONTARIO,CANADA
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1991年 / 20卷 / 01期
基金：
加拿大自然科学与工程研究理事会;
关键词：
BEHRENS-FISHER DISTRIBUTION; POSTERIOR DISTRIBUTION;
D O I：
10.1080/03610929108830481
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Suppose there are k independent random variables, each having a log-normal distribution, and interest focuses on the product of their medians or means. Given k independent samples, the posterior distribution of this product is derived, both when the standard deviations are known and when they are unknown. In the case of the product of medians, the analysis is straightforward, being closely related to the analysis of a sum of k means. In the case of the product of means, the analysis is more complex, in particular, when the standard deviations are unknown.
引用
收藏
页码：37 / 44
页数：8
相关论文
共 50 条
12345