Provide the lower and upper limit of a normal confidence interval given an estimate and its associated variance

Description

Provide the lower and upper limit of a 100*(1-alpha)% normal confidence interval (CI) given an estimate and its associated variance

Usage

 1  CI.normal(est, var0, alpha = 0.05) 

Arguments

 est A numeric value, a estimate on which the CI to be calculated. var0 A numeric value, the variance of the estimate. alpha A numeric value, for a (1-alpha)*100% confidence interval. Default alpha=0.05, i.e., 95% confidence interval.

Details

The lower and upper limit of the confidence interval for an estimate \hat{theta}is calculated as \hat{θ} +/- Z_{\frac{α}{2}}*√(var0). Z_{\frac{α}{2}} is the normal α/2 quantile.

Value

Returns a list including,

 est The estimate provided by user. var0 The variance of the estimate provided by user. lower the lower limit of a 100*(1-alpha)% normal confidence interval. upper the upper limit of a 100*(1-alpha)% normal confidence interval.

Author(s)

Jingqin Luo

Youden3Grp Youden3Grp.Variance.Bootstrap
 1 2 3 4 5 est <- 5 var0 <- 1.5 res <- CI.normal(est,var0,alpha=0.05)