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.
D'Cunha, Juliet G. and Rao, K. A.
"Bayesian Inference for Volatility of Stock Prices,"
Journal of Modern Applied Statistical Methods: Vol. 13
, Article 29.
Available at: http://digitalcommons.wayne.edu/jmasm/vol13/iss2/29