Re: [R] R function which finds confidence interval for binomial variance

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 Thurs

Re: [R] R function which finds confidence interval for binomial variance

Thanks Ralph, Moshe and [EMAIL PROTECTED] for you helpful comments. Using bootstrap (e.g., 'boot' + boot.ci()) for the confidence interval on the variance is not very accurate in coverage, because the sampling distribution is extremely skewed. In fact, the 'BCa' method returns the same result