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A confidence interval is an interval that covers an unknown parameter with $100(1-\alpha)\%$ confidence. Confidence intervals are a frequentist concept. They are often confused with credible intervals which is the Bayesian analog.

2 votes

How do I calculate a confidence interval for the mean of a log-normal data set?

However, I'm a bit suspicious of this method, simply because it doesn't work for the mean itself: 10mean(log10(X))≠mean(X) You're right -- that's the formula for the geometric mean, not the arith …
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