Computes simultaneous confidence intervals for multinomial proportions using the Sison and Glaz (1995) method. The function implements the truncated Poisson approach, approximates the required probabilities via Edgeworth expansion, and determines the limits that ensure the overall confidence level (1 - alpha).
SG(x, alpha)Prints the original and adjusted confidence intervals for each category, along with the volume (product of interval widths).
Integer vector of observed cell counts corresponding to a categorical dataset. All entries must be non-negative.
Desired statistical significance level.
Dr. M. Subbiah
This function implements the simultaneous confidence interval construction proposed by Sison and Glaz (1995). It is based on a truncated Poisson model with factorial and central moment calculations, Edgeworth expansion for probability approximation, and adjustment of limits to ensure they remain within the [0,1] range.
The computed volume represents the product of the widths of all confidence intervals and serves as a measure of the overall uncertainty.
Sison, C. P., and Glaz, J. (1995). *Simultaneous Confidence Intervals and Sample Size Determination for Multinomial Proportions.* Journal of the American Statistical Association, **90**, 366–369.
BMDE, WALD, GM
y <- c(44, 55, 43, 32, 67, 78)
z <- 0.05
SG(y, z)
Run the code above in your browser using DataLab