Simuloidaan 100 havaintoa Poisson jakaumasta kun parametri theta=2. Lasketaan 95 prosentin luottamusjoukko
set.seed(1) n<-100 theta<-2 data<-rpois(n,theta) alpha<-0.025 z.yla<-qnorm(1-alpha) z.ala<-qnorm(alpha) ka<-mean(data) L<-(sqrt(ka)-n^(-1/2)*0.5*z.yla)^2 U<-(sqrt(ka)-n^(-1/2)*0.5*z.ala)^2 L U [1] 1.751040 [1] 2.308167
Lasketaan 95 prosentin luottamusjoukko toisella tavalla.
set.seed(1) n<-100 theta<-2 data<-rpois(n,theta) alpha<-0.025 z.yla<-qnorm(1-alpha) z.ala<-qnorm(alpha) ka<-mean(data) theta<-seq(1.5,2.5,0.001) y<-matrix(0,length(theta),1) tulos<-matrix(0,length(theta),1) for (i in 1:length(theta)){ y[i]<-sqrt(n)*(ka-theta[i])/sqrt(theta[i]) if ((y[i]<=z.yla)&&(y[i]>=z.ala)) tulos[i]<-1 } plot(theta,y) x11() plot(theta,tulos) L<-min(theta[(tulos>0)]) U<-max(theta[(tulos>0)]) L U [1] 1.76 [1] 2.318