On the misspecification of a lognormal distribution

Published

Journal Article

The effects of assuming a normal distribution when in fact the data are lognormal are examined with respect to confidence intervals based on the usual t-statistic. The nature and degree of coverage probabilities which can be overstated or understated are examined. © 1994, Taylor & Francis Group, LLC. All rights reserved.

Full Text

Duke Authors

Cited Authors

  • Al-Khalidi, HR

Published Date

  • January 1, 1994

Published In

Volume / Issue

  • 23 / 8

Start / End Page

  • 2351 - 2365

Electronic International Standard Serial Number (EISSN)

  • 1532-415X

International Standard Serial Number (ISSN)

  • 0361-0926

Digital Object Identifier (DOI)

  • 10.1080/03610929408831391

Citation Source

  • Scopus