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.