simultaneouscoverage {PHInfiniteEstimates}

Calculate simultaneous coverage of pointwise confidence intervals.

Description

Simulate exponential event times with expecation 1. Simulate censoring times with expectation 2. Calculate confidence intervals and check simultaneous coverage.

Usage

simultaneouscoverage(nsamp, nobs)

Arguments

nsamp

Number of Monte Carlo samples.

nobs

Number of observations per sample.

Value

Simultaneous coverage proportion.

Examples

simultaneouscoverage(1000,20)