Confidence Interval MATLAB

Project 3 - Confidence Interval
CISC 820 Quantitative Foundations:

Running the code

The codes can be found in the project_codes directory. Set this directory as the current working directory before running the code.

Running the tests for all 10 functions

>>> test_ci(1:10)

Running the test for any specific function or set of functions

% Test For function 2
>>> test_ci(2) 
% Test For function 3, 6 and 7
>>> test_ci([3 6 7]) 

Optional parameters

Optional parameters for testing like values of data-sizes Ns and confidence levels alphas can be passed as lists.

Example:

>>> test_ci(1:10, 'Ns', [10 100 1000], 'alphas', [0.25 0.1 0.05])

The default values used are:

Ns = [10 100 1000 10000]
alphas = [0.25 0.1 0.05 0.01]

Report and Slides

The report and slides can be found in the docs/ directory.

Input data distribution

The input data distributions used are:

• Bernoulli distribution with theta = 0.5 (True mean = 0.5)
• Uniform distribution with a = 0, b = 1 (True mean = 0.5)
• Uniform distribution with a = 0, b = 0.05 (True mean = 0.025)
• Beta distribution with a = 1, b = 3 (True mean = 0.25)

The distribution parameters can be changed in the file test_ci.m