Ln_tilde {avseqmc}R Documentation

Anytime-valid lower confidence limit for the probability parameter of a sample from the binomial distribution, based on construction of Robbins (1970).

Description

Anytime-valid lower confidence limit for the probability parameter of a sample from the binomial distribution, based on construction of Robbins (1970).

Usage

Ln_tilde(S, n, epsilon)

Arguments

S

number of successes

n

number of trials

epsilon

significance level of the confidence sequence

Value

Lower confidence limit

Note

Produces estimates at a precision of .Machine$double.eps^0.5. As a result, for very large values of n, inverting the result of this function via invert.ptilde may not accurately recover S.


[Package avseqmc version 1.0.1 Index]