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

Ralph Scherer scherer.ra at googlemail.com
Thu Sep 25 10:05:03 CEST 2008


Hello Robert,

would it be an idea to construct CI's with bootstrap methods?
If yes, you can use package "boot", based on the book of Davison & Hinkley or 
the package "bootstrap", based on the book of Efron &Tibshirani.
You can put the estimator inside for argument "theta".

Bests,
Ralph

Am Thursday 25 September 2008 07:56:56 schrieb Robert A. LaBudde:
> 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'?
>
> Thanks.
> ================================================================
> 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
>
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>
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