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statpsych (version 1.7.0)

ci.bayes.normal: Bayesian credible interval for a normal prior distribution

Description

Computes an approximate Bayesian credible interval for a normal prior distribution. This function can be used with any parameter estimator (e.g., mean, mean difference, linear contrast of means, slope coefficient, standardized mean difference, standardized linear contrast of means, median, median difference, linear contrast of medians, etc.) that has an approximate normal sampling distribution. The mean and standard deviation of the posterior normal distribution are also reported.

Usage

ci.bayes.normal(alpha, prior_mean, prior_sd, est, se)

Value

Returns a 1-row matrix. The columns are:

  • Posterior mean - posterior mean of Normal distribution

  • Posterior SD - posterior standard deviation of Normal distribution

  • LL - lower limit of the credible interval

  • UL - upper limit of the credible interval

Arguments

alpha

alpha level for 1-alpha credibility interval

prior_mean

mean of prior Normal distribution

prior_sd

standard deviation of prior Normal distribution

est

sample estimate

se

standard error of sample estimate

References

Gelman2004statpsych

Examples

Run this code
ci.bayes.normal(.05, 30, 2, 24.5, 0.577)

# Should return:
# Posterior mean Posterior SD       LL       UL
#        24.9226    0.5543895 23.83602 26.00919


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