Confidence intervals for the mean of lognormal data with excess zeros

Lili Tian, Jianrong Wu

Research output: Contribution to journalArticlepeer-review

37 Scopus citations

Abstract

In this paper, we consider an approach based on the adjusted signed log-likelihood ratio statistic for constructing a confidence interval for the mean of lognormal data with excess zeros. An extensive simulation study suggests that the proposed approach outperforms all the existing methods in terms of coverage probabilities and symmetry of upper and lower tail error probabilities. Finally, we analyzed two real-life datasets using the proposed approach.

Original languageEnglish
Pages (from-to)149-156
Number of pages8
JournalBiometrical Journal
Volume48
Issue number1
DOIs
StatePublished - Feb 2006

Keywords

  • Adjusted signed log-likelihood ratio
  • Goodness-of-fit test
  • Skewed distribution
  • Sufficient statistic

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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