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Shortest confidence and prediction intervals for the log-normal |
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| Authors: | Ram C Dahiya Irwin Guttman |
| Abstract: | We provide the shortest prediction interval for X, and the shortest confidence interval for the median of X, when X has the log-normal distribution for both the case σ2, the variance of log X, known and unknown. Tables are given to assist the practitioner in constructing these intervals. A real-life example is provided to illustrate the results. |
| Keywords: | Log-normal predictive density shortest prediction intervals shortest confidence intervals posterior density |