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.
Malekzadeh, A. (2020). On construction confidence interval for linear combination means of several heterogeneous log-normal distributions. Journal of Statistical Modelling: Theory and Applications, 1(1), 101-109. doi: 10.22034/jsmta.2020.1712
MLA
Ahad Malekzadeh. "On construction confidence interval for linear combination means of several heterogeneous log-normal distributions", Journal of Statistical Modelling: Theory and Applications, 1, 1, 2020, 101-109. doi: 10.22034/jsmta.2020.1712
HARVARD
Malekzadeh, A. (2020). 'On construction confidence interval for linear combination means of several heterogeneous log-normal distributions', Journal of Statistical Modelling: Theory and Applications, 1(1), pp. 101-109. doi: 10.22034/jsmta.2020.1712
VANCOUVER
Malekzadeh, A. On construction confidence interval for linear combination means of several heterogeneous log-normal distributions. Journal of Statistical Modelling: Theory and Applications, 2020; 1(1): 101-109. doi: 10.22034/jsmta.2020.1712