bootstrapcis64: Percentile Bootstrap Confidence Interval

Description Usage Arguments Value References Examples

Description

This function returns a bootstrap confidence for the maximum likelihood estimator that x is less than or eqal to c discussed in Exercise 6.4.7 on page 395.

Usage

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bootstrapcis64(x, c, nb = 3000, alp2 = 0.025)

Arguments

x

a random variables with sample size n

c

a number, a range value of intrest

nb

a positive integer, the number iteratins to estimate the confidence interval. defaults to 3000

alp2

a number, decides where the lower and upper bound will be found. defaults to 0.025

Value

a list containg estimate, lower bound and upper bound

estimate the estimated probability x <= c

lower bound, lower bound of the confidance interval

upper bound, upper bound of the confidence interval

References

Hogg, R. McKean, J. Craig, A. (2018) Introduction to Mathematical Statistics, 8th Ed. Boston: Pearson.

Examples

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x <- c(4, -2, 5.43, 10)
c <- 5
nb <- 3000
alp2 <- 0.025
bootstrapcis64(x, c, nb, alp2)

austinragotzy/mathstat documentation built on May 13, 2019, 11:30 a.m.