or just do a sanity check: does this to the right thing when the confidence
interval is the range of the data, case qu = 1? No.
Of course, this error isn't very visible, because wilcox.test still
prints the ASKED FOR confidence level instead of the ACTUAL ACHIEVED
confidence level (which sucks IMHO, but never mind) except when
it incorrectly thinks that the level cannot be achieved, in which
case it prints the incorrect achieved level. Just great.
Randomized confidence interval is mixture of two intervals
probability lower end upper end
0.9 -25 605
0.1 -15 560
Corresponding fuzzy confidence interval is one on the narrower
interval, 0.9 elsewhere on the wider interval, and zero outside the
wider interval, with values at jumps that are the average of the left
and right limits
Sorry about the advert. Couldn't resist the opportunity.
Professor, School of Statistics
University of Minnesota