[R] (exact) confidence bounds for lognormal parameters \mu and \sigma

Krusty the Klown alessandrobarbiero at libero.it
Wed Nov 18 10:41:56 CET 2009


Thank you,
it is what I was looking for:

library(fitdistrplus)
x<-rlnorm(100)
res<-mledist(x, distr="lnorm")
res

Anyway, the results do not provide confidence intervals, but mle estimates
and the hessian matrix, whose extradiagonal elements are null... is it
correct?
http://www.weibull.com/LifeDataWeb/confidence_bounds_log.htm
http://www.weibull.com/LifeDataWeb/confidence_bounds_log.htm 

I will investigate...


David Scott-6 wrote:
> 
> Krusty the Klown wrote:
>> Dear all,
>> a statistical question: how can I compute exact confidence intervals for
>> the
>> lognormal distribution parameters? I found something only on 
>> www.weibull.com www.weibull.com . Does exist a package in R which can
>> compute them?
>> Thanks in advance,
>> KTK
> 
> I think fitdistrplus can do this
> 
> David Scott
> -- 
> _________________________________________________________________
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> 		The University of Auckland, PB 92019
> 		Auckland 1142,    NEW ZEALAND
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> Email:	d.scott at auckland.ac.nz,  Fax: +64 9 373 7018
> 
> Director of Consulting, Department of Statistics
> 
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