```{r setup, include=FALSE} knitr::opts_chunk$set(echo=TRUE, fig.align="center") ``` #### Statistics for Laboratory Scientists ( 140.615 ) ## Confidence Intervals - Advanced #### Many confidence intervals Here is the simulation that generated the plots in class. ```{r} p <- 5 n <- 100 lo3 <- hi3 <- lo2 <- hi2 <- lo <- hi <- vector("list",p) set.seed(1) for(i in 1:p) { dat <- matrix(rnorm(n*10,3.5,sd=1.5),ncol=10) m <- apply(dat,1,mean) s <- apply(dat,1,sd) lo[[i]] <- m-qnorm(0.975)*1.5/sqrt(10) hi[[i]] <- m+qnorm(0.975)*1.5/sqrt(10) lo2[[i]] <- m-qnorm(0.975)*s/sqrt(10) hi2[[i]] <- m+qnorm(0.975)*s/sqrt(10) lo3[[i]] <- m-qt(0.975,9)*s/sqrt(10) hi3[[i]] <- m+qt(0.975,9)*s/sqrt(10) } r <- range(unlist(c(lo,hi,lo2,hi2,lo3,hi3))) ``` ##### #1 ```{r} par(mfrow=c(1,5), las=1, mar=c(5.1,2.1,6.1,2.1)) for(i in 1:p) { plot(0,0,type="n",ylim=0.5+c(0,n),xlim=r,ylab="",xlab="",yaxt="n") abline(v=3.5,lty=2,col="red",lwd=2) segments(lo[[i]],1:n,hi[[i]],1:n,lwd=2) o <- (1:n)[lo[[i]] > 3.5 | hi[[i]] < 3.5] segments(lo[[i]][o],o,hi[[i]][o],o,lwd=2,col="orange") } par(mfrow=c(1,1)) mtext(expression(paste("500 confidence intervals for ",mu)),side=3,cex=1.5,xpd=TRUE,line=4) mtext(expression(paste("(",sigma," known)")),side=3,cex=1.3,xpd=TRUE,line=2.7) ``` ##### #2 ```{r} par(mfrow=c(1,5), las=1, mar=c(5.1,2.1,6.1,2.1)) for(i in 1:p) { plot(0,0,type="n",ylim=0.5+c(0,n),xlim=r,ylab="",xlab="",yaxt="n") abline(v=3.5,lty=2,col="red",lwd=2) segments(lo2[[i]],1:n,hi2[[i]],1:n,lwd=2) o <- (1:n)[lo2[[i]] > 3.5 | hi2[[i]] < 3.5] segments(lo2[[i]][o],o,hi2[[i]][o],o,lwd=2,col="orange") } par(mfrow=c(1,1)) mtext(expression(paste("500 BAD confidence intervals for ",mu)),side=3,cex=1.5,xpd=TRUE,line=4) mtext(expression(paste("(",sigma," unknown)")),side=3,cex=1.3,xpd=TRUE,line=2.7) ``` ##### #3 ```{r} par(mfrow=c(1,5), las=1, mar=c(5.1,2.1,6.1,2.1)) for(i in 1:p) { plot(0,0,type="n",ylim=0.5+c(0,n),xlim=r,ylab="",xlab="",yaxt="n") abline(v=3.5,lty=2,col="red",lwd=2) segments(lo3[[i]],1:n,hi3[[i]],1:n,lwd=2) o <- (1:n)[lo3[[i]] > 3.5 | hi3[[i]] < 3.5] segments(lo3[[i]][o],o,hi3[[i]][o],o,lwd=2,col="orange") } par(mfrow=c(1,1)) mtext(expression(paste("500 confidence intervals for ",mu)),side=3,cex=1.5,xpd=TRUE,line=4) mtext(expression(paste("(",sigma," unknown)")),side=3,cex=1.3,xpd=TRUE,line=2.7) ```