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

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.

Keywords:

Coverage probability , ‎ Generalized confidence interval , ‎Log-normal distribution , Method of‎ ‎variance estimate recovery , Monte Carlo simulation‎