[R] Coverage probability for a Poisson parameter

[JS Huang]

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} 
}



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