Hi, In your function cover, lambda1 and lambda2 are used but not in the argument of the function. I suppose that you need to have lambda1 and lambda2 in the argument of the function cover, like function(lambda1, lambda2, n, significance.level). Give it a try. cover <- function(lambda, n, significance.level) { s1 <- rpois(1,lambda1) s2 <- rpois(1,lambda2) theta <- lambda2/(lambda1+lambda2) s <- s1+s2 z <- qnorm(1-0.05/2) k <- z^2 pi <- s2/s lower <- (pi+(k/(2*s))-z*sqrt((pi*(1-pi)+(k/4*s))/s))/(1+k/s) upper <- (pi+(k/(2*s))+z*sqrt((pi*(1-pi)+(k/4*s))/s))/(1+k/s) if (theta >= lower & theta <= upper){1} else {0} } -- View this message in context: http://r.789695.n4.nabble.com/Coverage-probability-for-a-Poisson-parameter-tp4702535p4703230.html Sent from the R help mailing list archive at Nabble.com.