A Bayesian approach to inference on the variance of lognormal data

MaRDI QIDQ4687136zbMATH OpenFDO

Authors J. Harvey, A. J. van der Merwe

Publication date 10 October 2018

Full work available at URL https://hdl.handle.net/10520/EJC-da62692f7

zbMATH Keywords

BayesMonte Carlo simulationnon-informative priorlognormal variance

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

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Cited in

(10)

• Bayesian confidence intervals for means and variances of lognormal and bivariate lognormal distributions
• Bayesian estimation of log-normal means with finite quadratic expected loss
• Bayesian confidence intervals for variance of delta-lognormal distribution with an application to rainfall dispersion
• Bayesian confidence intervals for a single mean and the difference between two means of delta-lognormal distributions
• Systematic deviation in mean of log bayes factor: Implication and application
• Approximate lognormality of the sample semi-variogram under a gaussian process
• Bayesian confidence intervals for the difference between variances of delta-lognormal distributions
• Bayesian inference for quantiles of the log-normal distribution
• Variational Bayes for regime-switching log-normal models
• Bayesian approach for confidence intervals of variance on the normal distribution

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