[R] Confidence interval based on MLE

Jinsong Zhao jszhao at yeah.net
Sun Feb 6 12:48:54 CET 2011


Hi there,

I have fitted a sample (with size 20) to a normal and/or logistic 
distribution using fitdistr() in MASS or fitdist() in fitdistrplus 
package. It's easy to get the parameter estimates. Now, I hope to report 
the confidence interval for those parameter estimates. However, I don't 
find a function that could give the confidence interval in R.

I hope to write a function, however, I don't find some detailed 
information on the CI based on MLE. Would you please to give me some 
hints on the CI calculation based on MLE?

Any suggestions will be really appreciated. Thanks in advance.

Regards,
Jinsong



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