Confidence interval for the mean of non-normal data

摘要

The problem of constructing a confidence interval for the mean of non-normal data is considered. The Bootstrap method and the Box-Cox transformation method of constructing the confidence interval are compared with the normal theory method. Simulation studies are used to evaluate the performance of these different methods of constructing confidence intervals. The result is not surprising; the Bootstrap method is more effective and efficient than the Box-Cox transformation method and the normal theory method in this simulation study.