Estimation in Lognormal Linear Models
Abstract Let Y = ey where the usual assumptions of the general linear models: y = Xa+u, u ? N(0, σ2 I) are made. Extending the results of Finney minimum variance unbiased estimators, τ, of parametric functions of the type are established. Expressions for the variance of τ and an unbiased estimator of the variance are obtained. The results are in terms of functions whose numerical values are tabulated.