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## Confidence for the lognormal…

An intermediate exercise in Mathematical statistics is to construct a (100-)% confidence interval for the mean of a random variable distributed according to the log normal law (.)

The mean is

.

Then

.

The MVUE is

, where .

The variance of is

.

Then evidently

, where .

To sum thinks up the confidence interval for mean of X fixing is

.

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Categories: statistics
CLT, confidence, interval, lognormal, MVUE

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