Inferences on the linear combination mean of several heterogeneous log-normal distributions

We consider the problem of making inferences on the linear combination mean of several heterogeneous log-normal distributions. We apply the generalized confidence interval (GCI) approach and the method of variance estimate recovery (MOVER) to construct confidence intervals for the linear combination of log-normal means. We then compare the performances of the proposed confidence intervals via a simulation study and a real data example. Simulation results show that our proposed MOVER and GCI confidence intervals can be recommended generally for different sample sizes and number of groups.