Premium
CONFIDENCE INTERVALS FOR THE LOG‐NORMAL MEAN
Author(s) -
ZHOU XIAOHUA,
GAO SUJUAN
Publication year - 1997
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/(sici)1097-0258(19970415)16:7<783::aid-sim488>3.0.co;2-2
Subject(s) - statistics , confidence interval , sample size determination , mathematics , parametric statistics , contrast (vision) , robust confidence intervals , sample (material) , interval (graph theory) , data set , computer science , combinatorics , artificial intelligence , chemistry , chromatography
In this paper we conduct a simulation study to evaluate coverage error, interval width and relative bias of four main methods for the construction of confidence intervals of log‐normal means: the naive method; Cox's method; a conservative method; and a parametric bootstrap method. The simulation study finds that the naive method is inappropriate, that Cox's method has the smallest coverage error for moderate and large sample sizes, and that the bootstrap method has the smallest coverage error for small sample sizes. In addition, Cox's method produces the smallest interval width among the three appropriate methods. We also apply the four methods to a real data set to contrast the differences. © 1997 by John Wiley & Sons, Ltd.