Thanks Ralph, Moshe and [EMAIL PROTECTED] for you helpful comments.
Using bootstrap (e.g., 'boot' + boot.ci()) for the confidence
interval on the variance is not very accurate in coverage, because
the sampling distribution is extremely skewed. In fact, the 'BCa'
method returns the same result
Hello Robert,
would it be an idea to construct CI's with bootstrap methods?
If yes, you can use package boot, based on the book of Davison Hinkley or
the package bootstrap, based on the book of Efron Tibshirani.
You can put the estimator inside for argument theta.
Bests,
Ralph
Am Thursday 25
I need to construct confidence intervals for the binomial variance.
This is the usual estimate
v = x*(n-x)/n
or its unbiased counterpart
v' = x*(n-x)/(n-1)
where x = binomial number of successes observed in n Bernoulli trials
from proportion p.
The usual X^2 method for
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