Confidence-interval bound of the relative loss Z

Upper bound L(rho) = q * sqrt(rho^(2n) sigma_nu^2 + sigma_eps^2) of the level-level confidence interval [-L(rho), L(rho)] of Z, with q the (1+level)/2 quantile of the standard normal. The interval is symmetric, so this single value gives both bounds.

Usage

assess_loss_ci(rho, sigma_nu, sigma_eps, n, level = 0.95)

Arguments

rho

Dominance share X1/Y in (0,1]. Recycled.

sigma_nu, sigma_eps, n

Mechanism parameters. Recycled.

level

Confidence level (default 0.95).

Value

The upper bound L(rho) as a relative quantity.

See also

dominoise-package paper's Definition 4

Examples

assess_loss_ci(rho = 1, sigma_nu = 0.3, sigma_eps = 0.03, n = 6)
#> [1] 0.5909218