R help - Sep 2008 - R function which finds confidence interval for binomial variance

I need to construct confidence intervals for the binomial variance. 
This is the usual estimate

	v = x*(n-x)/n

or its unbiased counterpart

	v' = x*(n-x)/(n-1)

where x = binomial number of successes observed in n Bernoulli trials 
from proportion p.

The usual X^2 method for variance confidence intervals will not work, 
because of the strong non-normal character of the sampling 
distribution for v (or v').

Does anyone know of an R package with R function that computes a 
reasonable confidence interval for v or v'?

Thanks.
===============================================================Robert A.
LaBudde, PhD, PAS, Dpl. ACAFS  e-mail: ral at lcfltd.com
Least Cost Formulations, Ltd.            URL: http://lcfltd.com/
824 Timberlake Drive                     Tel: 757-467-0954
Virginia Beach, VA 23464-3239            Fax: 757-467-2947

"Vere scire est per causas scire"

Hello Robert,

would it be an idea to construct CI's with bootstrap methods?
If yes, you can use package "boot", based on the book of Davison &
Hinkley or
the package "bootstrap", based on the book of Efron &Tibshirani.
You can put the estimator inside for argument "theta".

Bests,
Ralph

Am Thursday 25 September 2008 07:56:56 schrieb Robert A.
LaBudde:
> I need to construct confidence intervals for the binomial variance.
> This is the usual estimate
>
> 	v = x*(n-x)/n
>
> or its unbiased counterpart
>
> 	v' = x*(n-x)/(n-1)
>
> where x = binomial number of successes observed in n Bernoulli trials
> from proportion p.
>
> The usual X^2 method for variance confidence intervals will not work,
> because of the strong non-normal character of the sampling
> distribution for v (or v').
>
> Does anyone know of an R package with R function that computes a
> reasonable confidence interval for v or v'?
>
> Thanks.
> ===============================================================> Robert
A. LaBudde, PhD, PAS, Dpl. ACAFS  e-mail: ral at lcfltd.com
> Least Cost Formulations, Ltd.            URL: http://lcfltd.com/
> 824 Timberlake Drive                     Tel: 757-467-0954
> Virginia Beach, VA 23464-3239            Fax: 757-467-2947
>
> "Vere scire est per causas scire"
>
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