Abstract

We focus on the normal approximation for point estimation of the ratios of medians of two independent, log-normal distributions. We investigate its performance in terms of bias, variance, and mean square error, using Monte Carlo simulations. The results show that the normal approximation, which is relatively simple, provides a reliable result. The normal approximation approaches could be recommended on the basis of the specific values of the parameters and/or sample sizes. The point estimation is illustrated using real data examples.

中文翻译：

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两个独立对数正态分布的中值比的点估计

摘要

我们将重点放在两个独立的对数正态分布的中值之比的点估计的正态近似上。我们使用蒙特卡洛模拟研究其在偏差，方差和均方误差方面的性能。结果表明，相对简单的正态逼近提供了可靠的结果。可以根据参数的特定值和/或样本大小来建议采用常规近似方法。使用实际数据示例说明了点估计。