NIU Cuizhen, GUO Xu, LI Qiuyue. Confidence Intervals for the Common Mean of Several Log-normal Populations Using Confidence Distributions[J]. Chinese Journal of Applied Probability and Statistics, 2018, 34(5): 475-491. DOI: 10.3969/j.issn.1001-4268.2018.05.004
Citation: NIU Cuizhen, GUO Xu, LI Qiuyue. Confidence Intervals for the Common Mean of Several Log-normal Populations Using Confidence Distributions[J]. Chinese Journal of Applied Probability and Statistics, 2018, 34(5): 475-491. DOI: 10.3969/j.issn.1001-4268.2018.05.004

Confidence Intervals for the Common Mean of Several Log-normal Populations Using Confidence Distributions

  • The log-normal distribution is a common choice for modeling positively skewed data arising from many practical applications.This article introduces a new method of constructing confidence interval for a common mean shared by several log-normal populations through confidence distributions, which combines all information from independent sources. We develop a non-trivial weighting approach by taking account of the sample variances of related quantities to enhance efficiency. Combined confidence distributions are used to construct confidence intervals for the common mean and a simplified version of one existing method is also proposed. We conduct simulation studies to evaluate the performance of the proposed methods in comparison with existing methods. Our simulation results show that the weighting approach yields shorter interval length than the non-weighting approach. The newly proposed confidence intervals perform very well in terms of empirical coverage probability and average interval length. Finally, applications of the proposed methodology is illustrated through three real data examples.
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