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Volodin, Andrei. Confidence intervals for the mode of a lognormal distribution. (). King Mongkut's University of Technology North Bangkok. Central Library. : , 2022.
Confidence intervals for the mode of a lognormal distribution
Name: Sasiwimon Sirisaiyard
Organization :
Thammasat University. Department of Mathematics and Statistics
Email :
sasi.sirisaiyard@gmail.com
Organization :
Thammasat University. Department of Mathematics and Statistics
Email :
wararit@mathstat.sci.tu.ac.th
Name: Volodin, Andrei
Organization :
University of Regina. Department of Mathematics and Statistics
Email :
andrei.volodin@uregina.ca
ThaSH:
Lognormal distribution
ThaSH:
Confidence intervals
Abstract:
Lognormally distributed data have recently appeared in a large amount of literature on confidence interval
construction. Generally, they are regarded as more informative for the reason that they provide a range of parameter
values that reflect the degree of uncertainty in the estimation procedure. Nowadays, the amount of work involving
inference on the mode is relatively limited. In this paper, we proposed a new aspect of confidence interval
construction for the lognormal mode. We compare all the proposed approaches which are based on the maximum
likelihood (MAX) approach, the asymptotic normal approximation based on the delta method (NAD) approach, the
method of variance estimates recovery (MOVER), and the generalized confidence interval (GCI) approach in terms
of average coverage probability (CP) and average length (AL). The simulation results showed that when we are
interested in the peak value of data, the GCI approach is recommended for all sample sizes, ranging from small to
large.
King Mongkut's University of Technology North Bangkok. Central Library
Address:
BANGKOK
Email:
library@kmutnb.ac.th
Created:
2022
Modified:
2025-09-10
Issued:
2025-09-10
บทความ/Article
application/pdf
BibliograpyCitation :
In King Mongkut's University of Technology North Bangkok Faculty of Applied Science, Thai Statistical Association (TSA) and Statistics Cooperative Research Network (Statistics CRN). The Proceeding of International Conference on Applied Statistics (ICAS 2022) (pp.17-22). Bangkok : King Mongkut's University of Technology North Bangkok
eng
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ใช้เวลา
0.026268 วินาที
Sasiwimon Sirisaiyard
| Title | Contributor | Type |
|---|---|---|
| Confidence intervals for the mode of a lognormal distribution
มหาวิทยาลัยเทคโนโลยีพระจอมเกล้าพระนครเหนือ Sasiwimon Sirisaiyard;Wararit Panichkitkosolkul;Volodin, Andrei | บทความ/Article |
Wararit Panichkitkosolkul
Volodin, Andrei
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|---|---|---|
| Probability models of neuromuscular junction Synapse
มหาวิทยาลัยเทคโนโลยีพระจอมเกล้าพระนครเหนือ Kritchayaporn Sornsupee;Kamon Budsaba;Volodin, Andrei | บทความ/Article | |
| Confidence intervals for the mode of a lognormal distribution
มหาวิทยาลัยเทคโนโลยีพระจอมเกล้าพระนครเหนือ Sasiwimon Sirisaiyard;Wararit Panichkitkosolkul;Volodin, Andrei | บทความ/Article |