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

# *************************************************************************
#
# FILE: rnorm.vec.r
#
# Date Created: March 17, 2004
# Author: Mark E. Irwin
#
# Contents:  Determines properties of normal CI by Monte Carlo.  Uses
#            vectorized 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
#
# *************************************************************************

ndat<-matrix(rnorm(10*n, mu, sigma), ncol=10)
xbar <- apply(ndat, 1, mean)
s <- sqrt(apply(ndat, 1, var))

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

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

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