Abstract
Lognormal distribution is widely used in the analysis of failure time data and stock prices. Maximum likelihood and Bayes estimator of the coefficient of variation of lognormal distribution along with confidence/credible intervals are developed. The utility of Bayes procedure is illustrated by analyzing prices of selected stocks.
DOI
10.22237/jmasm/1414816080
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
