Confidence Intervals for the Mean of a Log-Normal Distribution

By U. Olsson. 2005

151 citations recorded by the source corpus.

Methods for calculating confidence intervals for the mean are reviewed for the case where the data come from a log-normal distribution. In a simulation study it is found that a variation of the method suggested by Cox works well in practice. An approach based on Generalized confidence intervals also works well. A comparison of our results with those of Zhou and Gao (1997) reveals that it may be preferable to base the interval on t values, rather than on z values.

Subfields: Computational Mechanics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/f8c4d594859c843609ad1a3e9f406ae397781627