How work the functions for the "Bonferroni simultaneous confidence intervals" and the hypothesis test in R software. please with a example or link to help!
2006-09-19 16:21:51 · 2 answers · asked by Ub 1 in Science & Mathematics ➔ Engineering
Sorry, I have R software at home but can't figure anything on it, SAS is so much easier.
But, I can tell you about the Bonferroni inequality so you can manually calculate it (you might already know it but I will state it anyway).
Say you have several confidence intervals and events A1, A2, ... Ak are the events that confidence interval does not cover what you are estimating. Then the probabity of this for each interval is P(A1), P(A2),...,P(Ak)., or ie alpha1, alpha2, ..., alphak
The joint proability that all the intervals cover the parameter you are estimating is >= 1 - P(A1) -P(A2)...-P(Ak)
So if you want your joint CI to be at least .95, and you have k intervals, then interval should be have an individual 1 - 0.95/k CI
2006-09-19 16:55:10 · answer #1 · answered by Anonymous · 0⤊ 0⤋
not a sausage
2006-09-23 03:24:37 · answer #2 · answered by Anonymous · 0⤊ 0⤋