rnorm.loop <- function(n, mu=0, sigma=1) {

# *************************************************************************
#
# FILE: rnorm.loop.r
#
# Date Created: March 17, 2004
# Author: Mark E. Irwin
#
# Contents:  Determines properties of normal CI by Monte Carlo.  Uses
#            looped calculations
#
# Revision History
# Date          Name            Changes/Reasons
#
# *************************************************************************
#
# Input:
#
#   n: number of random deviates to be generated
#   mu: mean of random deviates
#   sigma: standard deviation of random deviates
#
# Output: List containing
#
#   cover: indicators of whether 0 is in interval
#   C: proportion of intervals with 0 in interval
#   width: width of 95% intervals
#   wbar: average width
#
# *************************************************************************

xbar<-rep(0,n)
s <- rep(0,n)
cover <- rep(0,n)
width <- rep(0,n)

for(i in 1:n) {

  x <- rnorm(10, mu, sigma)
  xbar[i] <- mean(x)
  s[i] <- sqrt(var(x))

  cover[i] <- abs(xbar[i]) * sqrt(10) / s[i] <= qt(0.975, 9)
  width <- 2 * qt(0.975, 9) * s[i] / sqrt(10)
}

C <- mean(cover)
wbar <- mean(width)

list(cover=cover, C=C, width=width, wbar=wbar)
}