Description Usage Arguments Details Value Note Author(s) References See Also Examples

Computes boundaries of (simultaneous) confidence regions for the mean and variance of a normal distribution using different methods.

1 |

`dat` |
A vector of numeric values assumed to follow a normal distribution. Not required for |

`n` |
A numeric value giving the sample size. Only required for |

`method` |
A character string specifying the method to be used. See details for available |

`alpha` |
A numeric value giving the type I error level to be controlled. Default is |

`scale` |
A character string specifying whether the variance ( |

`steps` |
An integer setting the initial number of steps for the search algorithm. Default is |

Available `method`

s are: `mood`

for the classical region described in Mood (1950); `large`

for the large-sample approximation region described in section 4.1 of Arnold & Shavelle (1998); `plugin`

for a plug-in variant of the large-sample approximation region described in section 4.2 of Arnold & Shavelle (1998); `pluginF`

for the plug-in variant of the large-sample approximation region described in section 4.3 of Arnold & Shavelle (1998) using an asymptotic F distribution as in Douglas (1993); `lrt`

for the likelihood ratio test region described in section 4.4 of Arnold & Shavelle (1998); `cheng.iles`

for the region described in Cheng & Iles (1983); `min.area`

for the minimum-area region described in Frey et al. (2009).

An object of class `JOCMV`

.

Warning: please use with care! Some of the functionality has not yet been thoroughly tested.

Philip Pallmann ([email protected])

Barry C. Arnold & Robert M. Shaville (1998) Joint confidence sets for the mean and variance of a normal distribution. The American Statistician, 52(2), 133–140.

R. C. H. Cheng & T. C. Iles (1983) Confidence bands for cumulative distribution functions of continuous random variables. Technometrics, 25(1), 77–86.

J. B. Douglas (1993) Confidence regions for parameter pairs. The American Statistician, 47(1), 43–45.

Jesse Frey, Osvaldo Marrero, Douglas Norton (2009) Minimum-area confidence sets for a normal distribution. Journal of Statistical Planning and Inference, 139(3), 1023–1032.

Alexander M. Mood (1950) Introduction to the Theory of Statistics. McGraw-Hill, New York, NY.

`cset`

for (simultaneous) confidence regions and intervals around multivariate normal means.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 | ```
## Not run:
# Simultaneous 90% confidence regions for the mean and variance or sd of univariate normal data
univar <- rnorm(n=50)
moodvar <- csetMV(dat=univar, method="mood", alpha=0.1, scale="var")
summary(moodvar)
plot(moodvar)
moodsd <- csetMV(dat=univar, method="mood", alpha=0.1, scale="sd")
summary(moodsd)
plot(moodsd)
## End(Not run)
``` |

jocre documentation built on May 30, 2017, 6:48 a.m.

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