JSM 2005 - Toronto

Abstract #304464

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 233
Type: Contributed
Date/Time: Tuesday, August 9, 2005 : 8:30 AM to 10:20 AM
Sponsor: General Methodology
Abstract - #304464
Title: Combining Averages and Single Measurements in a Lognormal Model
Author(s): Nagraj Neerchal and Bhramori Banerjee*+
Companies: University of Maryland Baltimore County and Educational Testing Service
Address: 815 Devon Street apt 3, Kearny, NJ, 07032, United States
Keywords: convolution ; lognormal ; Monte-Carlo simulation
Abstract:

Lognormal samples are encountered in all branches of statistics. The problem here consists of finding an estimate of the mean and variance of the lognormal distribution under the following set up:

We have the k+1 groups of observation where the jth group consists of nj random variables following lognormal distribution. The observations for the first group are available. But for the remaining k groups, the average of the observations are available.

In this paper, we tried different approaches for estimation and compared their performances.


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Revised March 2005