A Bayesian approach to inference on the variance of lognormal data

zbMATH Open1397.62036MaRDI QIDQ4687136FDOQ4687136

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

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zbMATH Keywords

BayesMonte Carlo simulationnon-informative priorlognormal variance

Mathematics Subject Classification ID

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

Cited In (10)

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

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