Problems with confidence intervals in R











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Is it possible to use function to create an equation which will produce a normal distribution and simultaneously produce a 95% confidence interval of said data? I know that I can use rnorm(n,mean,sd) to generate a random normal distribution but how do I get the output to tell me the confidence interval?



I have attempted sample_CI<- function(n,j,k){list(g<-rnorm(n, mean=j, sd=k), confint(g, level=.95))}.



All help appreciated.










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  • I don't really understand what kind of output you want. Could you give more detail?
    – Bram
    Nov 22 at 17:45















up vote
0
down vote

favorite












Is it possible to use function to create an equation which will produce a normal distribution and simultaneously produce a 95% confidence interval of said data? I know that I can use rnorm(n,mean,sd) to generate a random normal distribution but how do I get the output to tell me the confidence interval?



I have attempted sample_CI<- function(n,j,k){list(g<-rnorm(n, mean=j, sd=k), confint(g, level=.95))}.



All help appreciated.










share|improve this question






















  • I don't really understand what kind of output you want. Could you give more detail?
    – Bram
    Nov 22 at 17:45













up vote
0
down vote

favorite









up vote
0
down vote

favorite











Is it possible to use function to create an equation which will produce a normal distribution and simultaneously produce a 95% confidence interval of said data? I know that I can use rnorm(n,mean,sd) to generate a random normal distribution but how do I get the output to tell me the confidence interval?



I have attempted sample_CI<- function(n,j,k){list(g<-rnorm(n, mean=j, sd=k), confint(g, level=.95))}.



All help appreciated.










share|improve this question













Is it possible to use function to create an equation which will produce a normal distribution and simultaneously produce a 95% confidence interval of said data? I know that I can use rnorm(n,mean,sd) to generate a random normal distribution but how do I get the output to tell me the confidence interval?



I have attempted sample_CI<- function(n,j,k){list(g<-rnorm(n, mean=j, sd=k), confint(g, level=.95))}.



All help appreciated.







r normal-distribution confidence-interval






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asked Nov 22 at 17:31









Matlab rookie

135




135












  • I don't really understand what kind of output you want. Could you give more detail?
    – Bram
    Nov 22 at 17:45


















  • I don't really understand what kind of output you want. Could you give more detail?
    – Bram
    Nov 22 at 17:45
















I don't really understand what kind of output you want. Could you give more detail?
– Bram
Nov 22 at 17:45




I don't really understand what kind of output you want. Could you give more detail?
– Bram
Nov 22 at 17:45












1 Answer
1






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oldest

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up vote
0
down vote



accepted










It may be this what you were looking for:



sample_CI <- function(n,j,k){
error <- qnorm(0.975)*k/sqrt(n)
left <- j-error
right <- j+error
paste("[",round(left,4)," ; ",round(right,4),"]")
}
sample_CI(1000,2,4)





share|improve this answer





















  • Why qnorm instead of rnorm? Does it make a difference?
    – Matlab rookie
    Nov 22 at 19:04










  • @Matlabrookie - qnorm() produces the Z score associated with the area under the curve specified in the first argument to the function. In the case of @Bram's code, qnorm(0.975) = 1.959964, the Z score for the upper bound of the 95% confidence interval. In contrast, rnorm(n) returns n observations randomly drawn from a normal distribution.
    – Len Greski
    Nov 22 at 20:29










  • @LenGreski To produce a t score would qnorm also be used?
    – Matlab rookie
    Nov 22 at 20:41










  • @Matlabrookie - For Student's t, the quantile function is qt(p,df), where p represents the desired probability, and df represents the number of degrees of freedom. As df approaches infinity, qt() approaches qnorm()
    – Len Greski
    Nov 22 at 20:52












  • @LenGreski I now want to use replicate() to produce 1000 different confidence intervals and then check to see how many my mean is contained in. Using the qnorm function and replicate() together returns the same confidence interval 1000 times. Should I revert to rnorm? and what should I use instead of qt(p,df)
    – Matlab rookie
    Nov 22 at 21:31













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1 Answer
1






active

oldest

votes








1 Answer
1






active

oldest

votes









active

oldest

votes






active

oldest

votes








up vote
0
down vote



accepted










It may be this what you were looking for:



sample_CI <- function(n,j,k){
error <- qnorm(0.975)*k/sqrt(n)
left <- j-error
right <- j+error
paste("[",round(left,4)," ; ",round(right,4),"]")
}
sample_CI(1000,2,4)





share|improve this answer





















  • Why qnorm instead of rnorm? Does it make a difference?
    – Matlab rookie
    Nov 22 at 19:04










  • @Matlabrookie - qnorm() produces the Z score associated with the area under the curve specified in the first argument to the function. In the case of @Bram's code, qnorm(0.975) = 1.959964, the Z score for the upper bound of the 95% confidence interval. In contrast, rnorm(n) returns n observations randomly drawn from a normal distribution.
    – Len Greski
    Nov 22 at 20:29










  • @LenGreski To produce a t score would qnorm also be used?
    – Matlab rookie
    Nov 22 at 20:41










  • @Matlabrookie - For Student's t, the quantile function is qt(p,df), where p represents the desired probability, and df represents the number of degrees of freedom. As df approaches infinity, qt() approaches qnorm()
    – Len Greski
    Nov 22 at 20:52












  • @LenGreski I now want to use replicate() to produce 1000 different confidence intervals and then check to see how many my mean is contained in. Using the qnorm function and replicate() together returns the same confidence interval 1000 times. Should I revert to rnorm? and what should I use instead of qt(p,df)
    – Matlab rookie
    Nov 22 at 21:31

















up vote
0
down vote



accepted










It may be this what you were looking for:



sample_CI <- function(n,j,k){
error <- qnorm(0.975)*k/sqrt(n)
left <- j-error
right <- j+error
paste("[",round(left,4)," ; ",round(right,4),"]")
}
sample_CI(1000,2,4)





share|improve this answer





















  • Why qnorm instead of rnorm? Does it make a difference?
    – Matlab rookie
    Nov 22 at 19:04










  • @Matlabrookie - qnorm() produces the Z score associated with the area under the curve specified in the first argument to the function. In the case of @Bram's code, qnorm(0.975) = 1.959964, the Z score for the upper bound of the 95% confidence interval. In contrast, rnorm(n) returns n observations randomly drawn from a normal distribution.
    – Len Greski
    Nov 22 at 20:29










  • @LenGreski To produce a t score would qnorm also be used?
    – Matlab rookie
    Nov 22 at 20:41










  • @Matlabrookie - For Student's t, the quantile function is qt(p,df), where p represents the desired probability, and df represents the number of degrees of freedom. As df approaches infinity, qt() approaches qnorm()
    – Len Greski
    Nov 22 at 20:52












  • @LenGreski I now want to use replicate() to produce 1000 different confidence intervals and then check to see how many my mean is contained in. Using the qnorm function and replicate() together returns the same confidence interval 1000 times. Should I revert to rnorm? and what should I use instead of qt(p,df)
    – Matlab rookie
    Nov 22 at 21:31















up vote
0
down vote



accepted







up vote
0
down vote



accepted






It may be this what you were looking for:



sample_CI <- function(n,j,k){
error <- qnorm(0.975)*k/sqrt(n)
left <- j-error
right <- j+error
paste("[",round(left,4)," ; ",round(right,4),"]")
}
sample_CI(1000,2,4)





share|improve this answer












It may be this what you were looking for:



sample_CI <- function(n,j,k){
error <- qnorm(0.975)*k/sqrt(n)
left <- j-error
right <- j+error
paste("[",round(left,4)," ; ",round(right,4),"]")
}
sample_CI(1000,2,4)






share|improve this answer












share|improve this answer



share|improve this answer










answered Nov 22 at 17:53









Bram

1298




1298












  • Why qnorm instead of rnorm? Does it make a difference?
    – Matlab rookie
    Nov 22 at 19:04










  • @Matlabrookie - qnorm() produces the Z score associated with the area under the curve specified in the first argument to the function. In the case of @Bram's code, qnorm(0.975) = 1.959964, the Z score for the upper bound of the 95% confidence interval. In contrast, rnorm(n) returns n observations randomly drawn from a normal distribution.
    – Len Greski
    Nov 22 at 20:29










  • @LenGreski To produce a t score would qnorm also be used?
    – Matlab rookie
    Nov 22 at 20:41










  • @Matlabrookie - For Student's t, the quantile function is qt(p,df), where p represents the desired probability, and df represents the number of degrees of freedom. As df approaches infinity, qt() approaches qnorm()
    – Len Greski
    Nov 22 at 20:52












  • @LenGreski I now want to use replicate() to produce 1000 different confidence intervals and then check to see how many my mean is contained in. Using the qnorm function and replicate() together returns the same confidence interval 1000 times. Should I revert to rnorm? and what should I use instead of qt(p,df)
    – Matlab rookie
    Nov 22 at 21:31




















  • Why qnorm instead of rnorm? Does it make a difference?
    – Matlab rookie
    Nov 22 at 19:04










  • @Matlabrookie - qnorm() produces the Z score associated with the area under the curve specified in the first argument to the function. In the case of @Bram's code, qnorm(0.975) = 1.959964, the Z score for the upper bound of the 95% confidence interval. In contrast, rnorm(n) returns n observations randomly drawn from a normal distribution.
    – Len Greski
    Nov 22 at 20:29










  • @LenGreski To produce a t score would qnorm also be used?
    – Matlab rookie
    Nov 22 at 20:41










  • @Matlabrookie - For Student's t, the quantile function is qt(p,df), where p represents the desired probability, and df represents the number of degrees of freedom. As df approaches infinity, qt() approaches qnorm()
    – Len Greski
    Nov 22 at 20:52












  • @LenGreski I now want to use replicate() to produce 1000 different confidence intervals and then check to see how many my mean is contained in. Using the qnorm function and replicate() together returns the same confidence interval 1000 times. Should I revert to rnorm? and what should I use instead of qt(p,df)
    – Matlab rookie
    Nov 22 at 21:31


















Why qnorm instead of rnorm? Does it make a difference?
– Matlab rookie
Nov 22 at 19:04




Why qnorm instead of rnorm? Does it make a difference?
– Matlab rookie
Nov 22 at 19:04












@Matlabrookie - qnorm() produces the Z score associated with the area under the curve specified in the first argument to the function. In the case of @Bram's code, qnorm(0.975) = 1.959964, the Z score for the upper bound of the 95% confidence interval. In contrast, rnorm(n) returns n observations randomly drawn from a normal distribution.
– Len Greski
Nov 22 at 20:29




@Matlabrookie - qnorm() produces the Z score associated with the area under the curve specified in the first argument to the function. In the case of @Bram's code, qnorm(0.975) = 1.959964, the Z score for the upper bound of the 95% confidence interval. In contrast, rnorm(n) returns n observations randomly drawn from a normal distribution.
– Len Greski
Nov 22 at 20:29












@LenGreski To produce a t score would qnorm also be used?
– Matlab rookie
Nov 22 at 20:41




@LenGreski To produce a t score would qnorm also be used?
– Matlab rookie
Nov 22 at 20:41












@Matlabrookie - For Student's t, the quantile function is qt(p,df), where p represents the desired probability, and df represents the number of degrees of freedom. As df approaches infinity, qt() approaches qnorm()
– Len Greski
Nov 22 at 20:52






@Matlabrookie - For Student's t, the quantile function is qt(p,df), where p represents the desired probability, and df represents the number of degrees of freedom. As df approaches infinity, qt() approaches qnorm()
– Len Greski
Nov 22 at 20:52














@LenGreski I now want to use replicate() to produce 1000 different confidence intervals and then check to see how many my mean is contained in. Using the qnorm function and replicate() together returns the same confidence interval 1000 times. Should I revert to rnorm? and what should I use instead of qt(p,df)
– Matlab rookie
Nov 22 at 21:31






@LenGreski I now want to use replicate() to produce 1000 different confidence intervals and then check to see how many my mean is contained in. Using the qnorm function and replicate() together returns the same confidence interval 1000 times. Should I revert to rnorm? and what should I use instead of qt(p,df)
– Matlab rookie
Nov 22 at 21:31




















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