The concept of confidence intervals
- Animation
- R code

The concept of confidence intervals

The interval covers the true parameter with a probability $\normalsize 1-\alpha$ or the true parameter lies in the interval with a probability $\normalsize 1-\alpha$ ?

Animation

Demonstration of Confidence Intervals

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This animation shows the concept of the confidence interval which depends on the observations: if the samples change, the interval changes too. At last we can see that the coverage rate will be approximate to the confidence level.

R code

ani.options(ani.height = 400, ani.width = 600, outdir = getwd(), nmax = 100,
    interval = 0.15, title = "Demonstration of Confidence Intervals",
    description = "This animation shows the concept of the confidence
    interval which depends on the observations: if the samples change,
    the interval changes too. At last we can see that the coverage rate
    will be approximate to the confidence level.")
ani.start()
par(mar = c(3, 3, 1, 0.5), mgp = c(1.5, 0.5, 0), tcl = -0.3)
conf.int()
ani.stop()