Calculate the coverage probability

[timtimalo]

Coefficient of variation of log normal distribution depends on population variance only since it can be defined as sqrt((e^ sigma-square)-1). This formula is for estimation the unknown variance. The CI is alpha/2 and (1- alpha/2) percentiles of this estimate (FGlognor). The procedure used to calculate this estimate is not suitable to be discussed publically online.

Thank you.

[Rick_SAS]

Okay. I do not have any additional comments to offer. Good luck on your project. 

[Rick_SAS]

You might want to look at the blog post "Covereage probailities of confidence intervals: A simulation approach".  The end of the post links to a SAS/IML program that you might be able to study/modify.