RDHonest (version 1.0.1)

CVb: Critical values for CIs based on a biased Gaussian estimator.

Description

Computes the critical value \(cv_{1-\alpha}(B)\) such that the confidence interval \(X\pm cv_{1-\alpha}(B)\) has coverage \(1-\alpha\), where the estimator \(X\) is normally distributed with variance equal to \(1\) and maximum bias at most \(B\).

Usage

CVb(B, alpha = 0.05)

Value

Vector of critical values, one for each value of maximum bias supplied by B.

Arguments

B

Maximum bias, vector of non-negative numbers.

alpha

Determines CI level, \(1-\alpha\). Scalar between 0 and 1.

Examples

## 90% critical value:
CVb(B = 1, alpha = 0.1)
## Usual 95% critical value
CVb(0)
## Returns vector with 3 critical values
CVb(B = c(0, 0.5, 1), alpha = 0.05)