In this paper, we propose two new confidence
intervals for the inverse of a normal mean with a known coefficient
of variation. One of new confidence intervals for the inverse of a
normal mean with a known coefficient of variation is constructed
based on the pivotal statistic Z where Z is a standard normal
distribution and another confidence interval is constructed based on
the generalized confidence interval, presented by Weerahandi. We
examine the performance of these confidence intervals in terms of
coverage probabilities and average lengths via Monte Carlo
simulation