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 (Definition 4 of
the paper), 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.
Examples
assess_loss_ci(rho = 1, sigma_nu = 0.3, sigma_eps = 0.03, n = 6)
#> [1] 0.5909218