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use R software Suppose that X1, …, Xn are a random sample from a lognormal distribution....

use R software

Suppose that X1, …, Xn are a random sample from a lognormal distribution. Construct a 95% confidence interval for the parameter μ. Use a Monte Carlo method to obtain an empirical estimate of the confidence level when data is generated from standard lognormal.

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2.5% 97.5%
0.9804272 1.0195226

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