On construction confidence interval for linear combination means of several heterogeneous log-normal distributions

Document Type: Original Scientific Paper

Author

Department of Mathematics, K.N. Toosi University of Technology, P.O. Box 16315-1618, Tehran, Iran.

Abstract

We consider the problem of constructing confidence interval for linear combination of the means of several log-normal distributions. We apply the generalized confidence interval (GCI) approach and the method of variance estimate recovery (MOVER) to construct confidence intervals for the linear combination of log-normal means. We then compare the performances of the proposed confidence intervals via a simulation study and a real data example. Simulation results show that our proposed MOVER and GCI confidence intervals can be recommended generally for different sample sizes and different number of groups.

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