As titled, I want to find confidence intervals for something Log-Normally distributed.
I found this paper online that suggests the use of t instead of the usual z (Section 3.4) for better coverage (Modified Cox method) when the number of observations is small. However, I do not understand how the degree of freedom for t is selected. The paper says:
t, with degrees of freedom based on the d.f. for the estimate of (variance).
I'm unable to figure out how the author ended up with a degree of freedom of 5 in his example. Please help.