Confidence Intervals for the Mean of a Log-Normal Distribution

Methods for calculating confidence intervals for the mean are reviewed for the case where the data come from a log-normal distribution. In a simulation study it is found that a variation of the method suggested by Cox works well in practice. An approach based on Generalized confidence intervals also works well. A comparison of our results with those of Zhou and Gao (1997) reveals that it may be preferable to base the interval on t values, rather than on z values.