Gaussbound | R Documentation |
This is a simple function that computes bounds for a credible interval
according to Gauss's inequality. If a random variable has a Lebesgue density
with a single mode (mode
) and a finite expected squared
deviation (tau
^2) from this mode,
then Gauss's inequality tells us that at least a
given proportion (prob
) of the distribution's mass lies within a
finite symmetric interval centred on the mode.
Gaussbound(mode, tau, prob)
mode |
Numeric. The location of the density's mode. |
tau |
Numeric. The square root of the expected squared deviation from the mode. |
prob |
Numeric. A lower bound on the probability mass that is contained within the interval |
bounds |
An ordered vector containing the lower and upper bounds of the interval. |
Ben Powell
Pukelsheim, F. (1994) The Three Sigma Rule. The American Statistician 48, 88-91.
Gaussbound(1,1,0.9)
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