Estimation in Lognormal Linear Models
- 1 March 1970
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 65 (329) , 198
- https://doi.org/10.2307/2283587
Abstract
Let Y = ey where the usual assumptions of the general linear models: y = Xa+u, u ∼ N(0, σ2 I) are made. Extending the results of Finney minimum variance unbiased estimators, τ, of parametric functions of the type are established. Expressions for the variance of τ and an unbiased estimator of the variance are obtained. The results are in terms of functions whose numerical values are tabulated.Keywords
This publication has 0 references indexed in Scilit: