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What is the distribution of the sample mean of a log-normal distribution
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As titled. It is straightforward to estimate the mu and sigma parameters of the log-normal distribution using samples. However, it is not apparent what the theoretical distribution is for the mean of (a limited number of) samples from a log-normal distribution. In general, should it be skewed given that the sample count is small? OR does this apply to any skewed distribution similar to log-normal distribution? Thanks for any clue.
statistics parameter-estimation
asked Jan 17 at 13:07
AuhgnistAuhgnist
113
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add a comment |
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As titled. It is straightforward to estimate the mu and sigma parameters of the log-normal distribution using samples. However, it is not apparent what the theoretical distribution is for the mean of (a limited number of) samples from a log-normal distribution. In general, should it be skewed given that the sample count is small? OR does this apply to any skewed distribution similar to log-normal distribution? Thanks for any clue.
statistics parameter-estimation
asked Jan 17 at 13:07
AuhgnistAuhgnist
113
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Question might be better received at stats.stackexchange.com.
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– StubbornAtom
Jan 19 at 5:50
add a comment |
$begingroup$
As titled. It is straightforward to estimate the mu and sigma parameters of the log-normal distribution using samples. However, it is not apparent what the theoretical distribution is for the mean of (a limited number of) samples from a log-normal distribution. In general, should it be skewed given that the sample count is small? OR does this apply to any skewed distribution similar to log-normal distribution? Thanks for any clue.
statistics parameter-estimation
asked Jan 17 at 13:07
AuhgnistAuhgnist
113
$endgroup$
As titled. It is straightforward to estimate the mu and sigma parameters of the log-normal distribution using samples. However, it is not apparent what the theoretical distribution is for the mean of (a limited number of) samples from a log-normal distribution. In general, should it be skewed given that the sample count is small? OR does this apply to any skewed distribution similar to log-normal distribution? Thanks for any clue.
statistics parameter-estimation
statistics parameter-estimation
asked Jan 17 at 13:07
AuhgnistAuhgnist
113
asked Jan 17 at 13:07
AuhgnistAuhgnist
113
asked Jan 17 at 13:07
AuhgnistAuhgnist
113
asked Jan 17 at 13:07
AuhgnistAuhgnist
113
asked Jan 17 at 13:07
AuhgnistAuhgnist
113
113
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Question might be better received at stats.stackexchange.com.
$endgroup$
– StubbornAtom
Jan 19 at 5:50
add a comment |
$begingroup$
Question might be better received at stats.stackexchange.com.
$endgroup$
– StubbornAtom
Jan 19 at 5:50
$begingroup$
Question might be better received at stats.stackexchange.com.
$endgroup$
– StubbornAtom
Jan 19 at 5:50
$begingroup$
Question might be better received at stats.stackexchange.com.
$endgroup$
– StubbornAtom
Jan 19 at 5:50
add a comment |
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– StubbornAtom
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