sim.ci.mean: Simulates confidence interval coverage probability for a mean

In statpsych: Statistical Methods for Psychologists

Simulates confidence interval coverage probability for a mean

Description

Performs a computer simulation of the confidence interval performance for a population mean. Sample data can be generated from five different population distributions. All distributions are scaled to have standard deviations of 1.0.

Usage

sim.ci.mean(alpha, n, dist, rep)

Arguments

alpha	alpha level for 1-alpha confidence
n	sample size
dist	type of distribution (1, 2, 3, 4,or 5) 1 = Gaussian (skewness = 0 and excess kurtosis = 0) 2 = platykurtic (skewness = 0 and excess kurtosis = -1.2) 3 = leptokurtic (skewness = 0 and excess kurtosis = 6) 4 = moderate skew (skewness = 1 and excess kurtosis = 1.5) 5 = large skew (skewness = 2 and excess kurtosis = 6)
rep	number of Monte Carlo samples

Value

Returns a 1-row matrix. The columns are:

• Coverage - probability of confidence interval including population mean

• Lower Error - probability of lower limit greater than population mean

• Upper Error - probability of upper limit less than population mean

• Ave CI Width - average confidence interval width

Examples

sim.ci.mean(.05, 40, 4, 1000)

# Should return (within sampling error):
# Coverage Lower Error Upper Error Ave CI Width
#  0.94722     0.01738      0.0354    0.6333067

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