cdfinv: Computation of confidence intervals via CDF inversion

In cdfinv: Confidence Interval Estimation via CDF Inversion

Computation of confidence intervals via CDF inversion

Description

cdfinv() returns one- or two-sided confidence interval estimates.

Usage

cdfinv(
  DISTR,
  PARAM,
  STAT,
  lpb = -10000,
  upb = 10000,
  bound = "two-sided",
  alpha = 0.05,
  tolb = 1e-06,
  tol = 1e-06,
  ...
)

Arguments

DISTR	name of sampling distribution in R
PARAM	name of distribution parameter for which we are computing an interval estimate
STAT	observed value of the chosen statistic
lpb	lower bound of search interval
upb	upper bound of search interval
bound	one of "two-sided", "lower", or "upper"
alpha	the confidence coefficient is 1 - alpha
tolb	search interval bound offset value
tol	convergence tolerance for uniroot function
...	additional arguments for DISTR's cdf function

Value

A list with interval bounds and associated cdf values.

• DISTR - The distribution name (as given in R)

• PARAM - The parameter name (as given in R)

• STAT - The observed statistic value

• bound - The interval bound(s)

• q - The cdf quantile(s) associated with the interval bound(s)

Author(s)

Peter E. Freeman, [e-mail]

Examples

cdfinv("norm","mean",3.45,sd=2) ## returns -0.4699279 and 7.3699277
cdfinv("gamma","rate",12.25,lpb=0,bound="upper",shape=10) ## returns 1.282058
cdfinv("nbinom","prob",22,lpb=0,upb=1,bound="lower",size=10) ## returns 0.1803843

cdfinv documentation built on April 16, 2025, 1:09 a.m.