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Simulates confidence interval coverage probability for a median

Source: R/statpsych1.R
sim.ci.median.Rd

Performs a computer simulation of the confidence interval performance for a population median. Sample data can be generated from five different population distributions. All distributions are scaled to have a standard deviation of 1.0.

Usage

sim.ci.median(alpha, n, dist, rep)

Arguments

alpha

alpha level for 1-alpha confidence

n

sample size

dist

type of distribution (1, 2, 3, 4, or 5)

  • 1 = Gaussian (skewness = 0 and excess kurtosis = 0)

  • 2 = platykurtic (skewness = 0 and excess kurtosis = -1.2)

  • 3 = leptokurtic (skewness = 0 and excess kurtosis = 6)

  • 4 = moderate skew (skewness = 1 and excess kurtosis = 1.5)

  • 5 = large skew (skewness = 2 and excess kurtosis = 6)

rep

number of Monte Carlo samples

Value

Returns a 1-row matrix. The columns are:

  • Coverage - probability of confidence interval including population median

  • Lower Error - probability of lower limit greater than population median

  • Upper Error - probability of upper limit less than population median

  • Ave CI Width - average confidence interval width

Examples

sim.ci.median(.05, 20, 5, 1000)
#>  Coverage Lower Error Upper Error Ave CI Width
#>     0.959       0.027       0.014    0.9716315

# Should return (within sampling error):
# Coverage Lower Error Upper Error Ave CI Width
#   0.9589      0.0216      0.0195    0.9735528