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Small-Sample Inference for the Comparison of Means of Log-Normal Distributions

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We propose a likelihood-based test for comparing the means of two or more log-normal distributions, with possibly unequal variances. A modification to the likelihood ratio test is needed when sample sizes are small. The performance of the proposed procedures is compared with the F-ratio test using Monte Carlo simulations.

Keywords: Likelihood ratio test; Modified likelihood ratio test; Nuisance parameters

Document Type: Research Article

DOI: http://dx.doi.org/10.1111/j.0006-341X.2004.00199.x

Publication date: June 1, 2004

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