International Journal of Mathematics and Mathematical Sciences
Volume 29 (2002), Issue 3, Pages 143-153
doi:10.1155/S0161171202011055

Fixed-width confidence interval for a lognormal mean

Makoto Aoshima1 and Zakkula Govindarajulu2

1Institute of Mathematics, University of Tsukuba, Ibaraki, 305-8571, Japan
2Department of Statistics, University of Kentucky, Lexington 40506-0027, KY, USA

Abstract

We consider the problem of constructing a fixed-width confidence interval for a lognormal mean. We give a Birnbaum and Healy type two-stage procedure to construct such a confidence interval. We discuss some asymptotic properties of the procedure. A three-stage procedure and an accelerated sequential procedure are also given for the comparison of efficiency among these three multistage methodologies.