The Annals of Mathematical Statistics

A Comparison of Tests on the Mean of a Logarithmico-Normal Distribution with Known Variance

Norman C. Severo and Edwin G. Olds

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Abstract

Three test procedures are considered for testing an hypothesis on the mean of a logarithmico-normal distribution with known variance. The first is a normal theory test applied to the logarithms of the original data; the second is a normal theory test applied to the original data; and the third is a test based on the Neyman-Pearson Lemma. The operating characteristics of these tests are developed and some asymptotic properties obtained. It is found that the three procedures give quite different results unless the mean under the null hypothesis is large relative to the standard deviation.

Article information

Source
Ann. Math. Statist., Volume 27, Number 3 (1956), 670-686.

Dates
First available in Project Euclid: 28 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177728175

Digital Object Identifier
doi:10.1214/aoms/1177728175

Mathematical Reviews number (MathSciNet)
MR81603

Zentralblatt MATH identifier
0073.14402

JSTOR
links.jstor.org

Citation

Severo, Norman C.; Olds, Edwin G. A Comparison of Tests on the Mean of a Logarithmico-Normal Distribution with Known Variance. Ann. Math. Statist. 27 (1956), no. 3, 670--686. doi:10.1214/aoms/1177728175. https://projecteuclid.org/euclid.aoms/1177728175


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