ci.bayes.normal: Bayesian credible interval for a normal prior distribution

In statpsych: Statistical Methods for Psychologists

Bayesian credible interval for a normal prior distribution

Description

Computes an approximate Bayesian credible interval for a normal prior distribution. This function can be used with any parameter estimator (e.g., mean, mean difference, linear contrast of means, slope coefficient, standardized mean difference, standardized linear contrast of means, median, median difference, linear contrast of medians, etc.) that has an approximate normal sampling distribution. The mean and standard deviation of the posterior normal distribution are also reported.

Usage

ci.bayes.normal(alpha, prior.mean, prior.sd, est, se)

Arguments

alpha	alpha level for 1-alpha credibility interval
prior.mean	mean of prior Normal distribution
prior.sd	standard deviation of prior Normal distribution
est	sample estimate
se	standard error of sample estimate

Value

Returns a 1-row matrix. The columns are:

• Posterior mean - posterior mean of Normal distribution

• Posterior SD - posterior standard deviation of Normal distribution

• LL - lower limit of the credible interval

• UL - upper limit of the credible interval

References

\insertRef

Gelman2004statpsych

Examples

ci.bayes.normal(.05, 30, 2, 24.5, 0.577)

# Should return:
# Posterior mean Posterior SD       LL       UL
#        24.9226    0.5543895 23.83602 26.00919

statpsych documentation built on Sept. 11, 2024, 7:42 p.m.