CI.normal:
Provide the lower and upper limit of a normal confidence interval
given an estimate and its associated variance
Description
Provide the lower and upper limit of a 100*(1-alpha)% normal
confidence interval (CI) given an estimate and its associated variance
Usage
CI.normal(est, var0, alpha = 0.05)
Arguments
est
A numeric value, a estimate on which the CI to be calculated.
var0
A numeric value, the variance of the estimate.
alpha
A numeric value, for a (1-alpha)*100% confidence interval. Default alpha=0.05, i.e., 95% confidence interval.
Value
est
The estimate provided by user.
var0
The variance of the estimate provided by user.
lower
the lower limit of a 100*(1-alpha)% normal confidence
interval.
upper
the upper limit of a 100*(1-alpha)% normal confidence
interval.
Details
The lower and upper limit of the confidence interval for an estimate $\hat{theta}$is calculated as
$\hat{\theta} +/-
Z_{\frac{\alpha}{2}}*\sqrt(var0)$. $Z_{\frac{\alpha}{2}}$ is the normal $\alpha/2$ quantile.