Monte Carlo interval for an empirical coverage probability

Interval for a binomial coverage rate \(\hat\pi=X/N\) from independent coverage indicators. Wilson is the default because the parameter is bounded in \([0,1]\) and Wald intervals behave poorly near 0 or 1.

Usage

coverage_mc_interval(
  covered,
  conf_level = 0.95,
  method = c("wilson", "wald", "agresti_coull")
)

Arguments

covered

Logical or 0/1 coverage indicators (one per replicate).

conf_level

Confidence level for the interval around \(\hat\pi\) (default 0.95).

method

"wilson" (default), "wald", or "agresti_coull".

Value

A list with n, successes, coverage, mcse, lower, upper, and method.

Examples

coverage_mc_interval(c(TRUE, TRUE, TRUE, FALSE))
#> $n
#> [1] 4
#> 
#> $successes
#> [1] 3
#> 
#> $coverage
#> [1] 0.75
#> 
#> $mcse
#> [1] 0.2165064
#> 
#> $lower
#> [1] 0.3006418
#> 
#> $upper
#> [1] 0.9544127
#> 
#> $method
#> [1] "wilson"
#>