interval 

 1 # confidence interval using simulation
 2 N=100;
 3 conf_level =0.95;
 4 x<-runif(N,0,5)
 5 plot(ecdf(x))  # only x is known 
 6 med.hat=median(x)
 7 median(sample(x,N,replace=TRUE))
 8 T_boot_dist<-replicate(
 9   1e4,median(sample(x,N,replace=TRUE)))
10 se1<-sd(T_boot_dist)
11 se2<-sd(replicate(
12   1e4,median(runif(N,0,5))))
13 
14 normal_interval<-c(med.hat-qnorm((1+conf_level)/2)*se1,
15              med.hat+qnorm((1+conf_level) / 2)*se1) #approx normal
16 pivotal_interval<-2*med.hat-quantile(T_boot_dist,
17                               c((1+conf_level)/2,(1-conf_level)/2),
18                               names=FALSE)
19 percentile_interval<-quantile(T_boot_dist,c((1-conf_level)/2,(1+conf_level)/2))

 

posted @ 2020-05-16 10:58  jiang_nju  阅读(202)  评论(0)    收藏  举报