Confidence Interval Estimation via CDF Inversion
Computation of confidence intervals via CDF inversion
Computation of confidence intervals via simulations and CDF inversion
Plotting of confidence intervals derived via CDF inversion
Cumulative distribution function for t distribution
Cumulative distribution function for t distribution
Inverse cumulative distribution function for chi-square distribution
Inverse cumulative distribution function for t distribution
Estimation of one- and two-sided confidence intervals via the numerical inversion of the cumulative distribution function of a statistic's sampling distribution. For more details, see section 9.2.3 of Casella and Berger (2002) <ISBN:0534243126>.