On 05-Mar-07 Öhagen Patrik wrote: > > Dear List, > > I was asked to calculate a confidence interval for p*p. Is there any > standard techniques for calculating such an interval? Delta Method? > > Thank you in advance! > > Cheers, Patrik
If "p" is meant to denote a probability between 0 and 1, then pL^2 < p^2 < pU^2 is exactly equivalent to pL < p < pU where pL and pU are the upper and lower limits for p. Indeed, this will be so if p is any quantity which is necessarily non-negative. Hence, if this is your situation, simply square the confidence limits for p. If, however, this is not your situation, then please explain what "p" represents. Best wishes, Ted. -------------------------------------------------------------------- E-Mail: (Ted Harding) <[EMAIL PROTECTED]> Fax-to-email: +44 (0)870 094 0861 Date: 05-Mar-07 Time: 10:05:50 ------------------------------ XFMail ------------------------------ ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
