Demonstration of the concept of confidence intervals
This function gives a demonstration of the concept of confidence intervals in mathematical statistics.
conf.int(level = 0.95, size = 50, cl = c("red", "gray"), ...)level |
the confidence level (1 - α), e.g. 0.95 |
size |
the sample size for drawing samples from N(0, 1) |
cl |
two different colors to annotate whether the confidence intervals
cover the true mean ( |
... |
other arguments passed to |
Keep on drawing samples from the Normal distribution N(0, 1), computing the intervals based on a given confidence level and plotting them as segments in a graph. In the end, we may check the coverage rate against the given confidence level.
Intervals that cover the true parameter are denoted in color cl[2],
otherwise in color cl[1]. Each time we draw a sample, we can compute
the corresponding confidence interval. As the process of drawing samples goes
on, there will be a legend indicating the numbers of the two kinds of
intervals respectively and the coverage rate is also denoted in the top-left
of the plot.
The argument nmax in ani.options controls the maximum
times of drawing samples.
A list containing
level |
confidence level |
size |
sample size |
CI |
a matrix of confidence intervals for each sample |
CR |
coverage rate |
Yihui Xie
Examples at https://yihui.name/animation/example/conf-int/
George Casella and Roger L. Berger. Statistical Inference. Duxbury Press, 2th edition, 2001.
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