R help - Nov 2009 - (exact) confidence bounds for lognormal parameters \mu and \sigma

Dear all,
a statistical question: how can I compute exact confidence intervals for the
lognormal distribution parameters? I found something only on 
www.weibull.com www.weibull.com . Does exist a package in R which can
compute them?
Thanks in advance,
KTK
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Krusty the Klown wrote:
> Dear all,
> a statistical question: how can I compute exact confidence intervals for
the
> lognormal distribution parameters? I found something only on 
> www.weibull.com www.weibull.com . Does exist a package in R which can
> compute them?
> Thanks in advance,
> KTK
I think fitdistrplus can do this

David Scott
-- 
_________________________________________________________________
David Scott	Department of Statistics
		The University of Auckland, PB 92019
		Auckland 1142,    NEW ZEALAND
Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055
Email:	d.scott at auckland.ac.nz,  Fax: +64 9 373 7018

Director of Consulting, Department of Statistics

Thank you,
it is what I was looking for:

library(fitdistrplus)
x<-rlnorm(100)
res<-mledist(x, distr="lnorm")
res

Anyway, the results do not provide confidence intervals, but mle estimates
and the hessian matrix, whose extradiagonal elements are null... is it
correct?
http://www.weibull.com/LifeDataWeb/confidence_bounds_log.htm
http://www.weibull.com/LifeDataWeb/confidence_bounds_log.htm 

I will investigate...


David Scott-6 wrote:
> 
> Krusty the Klown wrote:
>> Dear all,
>> a statistical question: how can I compute exact confidence intervals
for
>> the
>> lognormal distribution parameters? I found something only on 
>> www.weibull.com www.weibull.com . Does exist a package in R which can
>> compute them?
>> Thanks in advance,
>> KTK
> 
> I think fitdistrplus can do this
> 
> David Scott
> -- 
> _________________________________________________________________
> David Scott	Department of Statistics
> 		The University of Auckland, PB 92019
> 		Auckland 1142,    NEW ZEALAND
> Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055
> Email:	d.scott at auckland.ac.nz,  Fax: +64 9 373 7018
> 
> Director of Consulting, Department of Statistics
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 
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