[R] R function which finds confidence interval for binomial variance

Robert A. LaBudde ral at lcfltd.com
Thu Sep 25 07:56:56 CEST 2008

I need to construct confidence intervals for the binomial variance. 
This is the usual estimate

	v = x*(n-x)/n

or its unbiased counterpart

	v' = x*(n-x)/(n-1)

where x = binomial number of successes observed in n Bernoulli trials 
from proportion p.

The usual X^2 method for variance confidence intervals will not work, 
because of the strong non-normal character of the sampling 
distribution for v (or v').

Does anyone know of an R package with R function that computes a 
reasonable confidence interval for v or v'?

Robert A. LaBudde, PhD, PAS, Dpl. ACAFS  e-mail: ral at lcfltd.com
Least Cost Formulations, Ltd.            URL: http://lcfltd.com/
824 Timberlake Drive                     Tel: 757-467-0954
Virginia Beach, VA 23464-3239            Fax: 757-467-2947

"Vere scire est per causas scire"

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