Demonstration of Confidence Intervals
Yihui Xie & Lijia Yu / 2017-04-04
This function gives a demonstration of the concept of confidence intervals in mathematical statistics.
Keep on drawing samples from the Normal distribution N(0, 1), computing the intervals based on a given confidence level and plotting them as segments in a graph. In the end, we may check the coverage rate against the given confidence level.
Intervals that cover the true parameter are denoted in color
otherwise in color
cl. Each time we draw a sample, we can compute
the corresponding confidence interval. As the process of drawing samples goes
on, there will be a legend indicating the numbers of the two kinds of
intervals respectively and the coverage rate is also denoted in the top-left
of the plot.
ani.options controls the maximum
times of drawing samples.
library(animation) ani.options(interval = 0.1, nmax = 100) ## 90% interval conf.int(0.9, main = "Demonstration of Confidence Intervals")
This animation shows the concept of the confidence interval which depends on the observations: if the samples change, the interval changes too. At last we can see that the coverage rate will be approximate to the confidence level.