Inferences on the common mean of several log-normal populations: the generalized variable approach.

This paper proposes a novel approach for the confidence interval estimation and hypothesis testing of the common mean of several log-normal populations using the concept of generalized variable. Simulation studies demonstrate that the proposed approach can provide confidence intervals with satisfying coverage probabilities and can perform hypothesis testing with satisfying type-I error control even at small sample sizes. Overall, it is superior to the large sample approach. The proposed method is illustrated using two examples. (c) 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim