The higher order likelihood method for the common mean of several log-normal distributions

In this paper, we discuss interval estimation for the common mean of several heterogeneous log-normal (LN) populations. The proposed procedure is based on a higher order likelihood method. The merits of our proposed method are numerically compared with other three methods with respect to their expected lengths and coverage probabilities. Numerical studies have shown that the coverage probabilities of the proposed method are very accurate even for very small samples. The methods are also illustrated with an example.