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LBI (version 0.2.2)

LBCIvar: Likelihood Based Confidence Interval of sd and variance assuming Normal Distribution

Description

Likelihood based confidence interval of sd and variance assuming normal distribution. It usually shows narrower interval than convenrtional chi-square interval. This uses estimated likelihood, not profile likelihood.

Usage

LBCIvar(x, conf.level=0.95)

Value

PE

maximum likelihood estimate

LL

lower limit of likelihood interval

UL

upper limit of likelihood interval

Arguments

x

a vector of observation

conf.level

confidence level

Author

Kyun-Seop Bae k@acr.kr

Details

It calculates (same height) likelihood based confidence interval of sd and variance assuming normal distribution in one group. The likelihood interval is asymmetric and there is no standard error in the output.

Examples

Run this code
  LBCIvar(lh)
  (length(lh) - 1)*var(lh)/qchisq(c(0.975, 0.025), length(lh) - 1)

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