Home > List of Issues > Table Of Contents > An Upper Prediction Limit for the Arithmetic Mean of a Lognormal Random Variable 

Browse journal

View all volumes and issues 

Current issue 

Latest articles 

Most read articles 

Most cited articles 

Authors and submissions

Subscribe 

About this journal

ASA affiliated journals 

Join the ASA 

Meetings & events 

ASA website 

Technometrics 

Volume 46, Issue 2, 2004 

An Upper Prediction Limit for the Arithmetic Mean of a 

Lognormal Random Variable

PreviewDownload full text

Access options

DOI:

10.1198/004017004000000284

Dulal Kumar Bhaumika & Robert David Gibbonsa

pages 239-248

Publishing models and article dates explained

• Published online: 01 Jan 2012

Article Views: 31

Article usage statistics combine cumulative total PDF downloads and full-text HTML views from publication date (but no earlier than 25 Jun 2011, 

launch date of this website) to 05 Nov 2014. Article views are only counted from this site. Although these data are updated every 24 hours, there may 

be a 48-hour delay before the most recent numbers are available.

Alert me

• TOC email alert

American Statistical Association Portal :: An Upper Prediction Limit for the Arithmetic ... Page 1 of 4

http://amstat.tandfonline.com/doi/abs/10.1198/004017004000000284 11/7/2014
• TOC RSS feed

• Citation email alert

• Citation RSS feed

Abstract

In this article we construct an upper prediction limit for the arithmetic mean of a future sample from a lognormal distribution. First, we present 

three approximate distributions for the total of the future sample and compare them to the exact distribution. Then we use the exact and 

approximate distributions to construct the desired prediction limit. We study confidence levels for the different methods via simulation. We 

illustrate our results with an example and show via simulation that the desired confidence level is attained for only one of these methods. We also 

show that the usual approach to this problem based on logarithmic transformation leads to a prediction limit for the median, which can dramatically 

underestimate the prediction limit for the mean.

• Download full text

•

KEY WORDS 

• Characteristic function, 

• Edgeworth expansion, 

• Environmental statistics, 

• Gram–charlier type A series, 

• Lognormal, 

• Prediction limit

•

• Add to shortlist 

• Link 

Permalink 

http://dx.doi.org/10.1198/004017004000000284 

• Download Citation 

• Recommend to: 

• A friend 

First page preview

Close

Download full text

American Statistical Association Portal :: An Upper Prediction Limit for the Arithmetic ... Page 2 of 4

http://amstat.tandfonline.com/doi/abs/10.1198/004017004000000284 11/7/2014
• Information 

• Citations 

• Reprints & permissions 

Details

• Published online: 01 Jan 2012

Click to increase image size

American Statistical Association Portal :: An Upper Prediction Limit for the Arithmetic ... Page 3 of 4

http://amstat.tandfonline.com/doi/abs/10.1198/004017004000000284 11/7/2014
Author affiliations

•

a

 Center for Health Statistics, Departments of Biostatistics and Psychiatry, University of Illinois, Chicago, IL 60612 

American Statistical Association Portal :: An Upper Prediction Limit for the Arithmetic ... Page 4 of 4

http://amstat.tandfonline.com/doi/abs/10.1198/004017004000000284 11/7/2014