| .compute_ci_dop | R Documentation |
Computes confidence intervals for the product of two normal random variables
using the exact distribution method. The point estimate is
\mu_x\mu_y + \sigma_{xy} and the standard error follows Craig (1936):
SE = \sqrt{\sigma_y^2\mu_x^2 + \sigma_x^2\mu_y^2 + 2\mu_x\mu_y\rho\sigma_x\sigma_y + \sigma_x^2\sigma_y^2 + \sigma_x^2\sigma_y^2\rho^2}
.compute_ci_dop(object, alpha = 0.05)
object |
ProductNormal object |
alpha |
Significance level (default: 0.05) |
List with CI, Estimate, SE
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