LBCIvar: Likelihood Based Confidence Interval of sd and variance...

In LBI: Likelihood Based Inference

Likelihood Based Confidence Interval of sd and variance assuming Norml Distribution

Description

Likelihood based confidence interval of sd and variance assuming normal distribution. It usually shows narrower interval than convenrtional chi-square interval. This uses estimated likelihood, not profile likelihood.

Usage

  LBCIvar(x, conf.level=0.95)

Arguments

x	a vector of observation
conf.level	confidence level

Details

It calculates (same height) likelihood based confidence interval of sd and variance assuming normal distribution in one group. The likelihood interval is asymmetric and there is no standard error in the output.

Value

PE	point estimation for the proportion
LL	lower limit of likelihood interval
UL	upper limit of likelihood interval

Author(s)

Kyun-Seop Bae [e-mail]

Examples

  LBCIvar(lh)
  (length(lh) - 1)*var(lh)/qchisq(c(0.975, 0.025), length(lh) - 1)

LBI documentation built on Oct. 17, 2024, 9:06 a.m.