Description Usage Arguments Details Value Author(s) References

This function gives a demonstration of the concept of confidence intervals in mathematical statistics.

1 |

`level` |
the confidence level |

`size` |
the sample size for drawing samples from N(0, 1) |

`cl` |
two different colors to annotate whether the confidence intervals
cover the true mean ( |

`...` |
other arguments passed to |

Keep on drawing samples from the Normal distribution N(0, 1), computing the intervals based on a given confidence level and plotting them as segments in a graph. In the end, we may check the coverage rate against the given confidence level.

Intervals that cover the true parameter are denoted in color `cl[2]`

,
otherwise in color `cl[1]`

. Each time we draw a sample, we can compute
the corresponding confidence interval. As the process of drawing samples goes
on, there will be a legend indicating the numbers of the two kinds of
intervals respectively and the coverage rate is also denoted in the top-left
of the plot.

The argument `nmax`

in `ani.options`

controls the maximum
times of drawing samples.

A list containing

`level ` |
confidence level |

`size ` |
sample size |

`CI` |
a matrix of confidence intervals for each sample |

`CR` |
coverage rate |

Yihui Xie

George Casella and Roger L. Berger. *Statistical Inference*.
Duxbury Press, 2th edition, 2001.

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