p_wc: Confidence distribution CDF based on n=1 confidence interval

In nisone: Inference for Samples of Size at Least One

Confidence distribution CDF based on n=1 confidence interval

Description

Let X \sim N(\mu, \sigma^2). Consider intervals of the form X \pm \eta |X| or X / 2 \pm \eta |X|. These intervals define a confidence distribution of \mu. This is the CDF of the confidence distribution of (\mu - X)/|X| or (\mu - X/2)/|X|. Please note that \mu is random here not X. Also note that this confidence distribution does not exist between the 25th and 75th percentiles.

Usage

p_wc(q, center = c("X", "ave"))

Arguments

q	The quantile. Only defined for abs(q) >= 1 when center = "X", and for abs(q) >= 0.5 when center = "ave".
center	What is the center of the interval? Either "X" or X/2, ("ave").

Value

n=1 confidence distribution CDF.

Author(s)

David Gerard

See Also

d_wc()

Examples

qseq <- seq(-10, 10, length.out = 100)
pseq <- p_wc(qseq)
plot(qseq, pseq, type = "l", xlab = "q", ylab = "CDF")

nisone documentation built on Sept. 8, 2026, 5:08 p.m.