muvalues<-c(3,10,15,20); # Differnt values for mu
SimSize<-1000 # Simulation Size
n<-4
sigma<-3  #Standard Deviation
Result<-c() # Storage for the results for each value of mu
# Looping Thru mu starts here
for (mu in c(3,10,15,20))
{
R<-c()
for (i in 1:SimSize)
{X<-rnorm(n,mu,sigma)
xbar<-mean(X)
LL<-xbar-(sigma/sqrt(n))*1.96
UL<-xbar+(sigma/sqrt(n))*1.96
R<-cbind(R, (LL < mu) && (UL > mu))
}
Result<-rbind(Result,c(mu,mean(R)*100))
}
Result<-as.data.frame(Result) # Converts matrix into data frame.
names(Result)<-c("mu","CP(%)") #Changes the names of the variables
Result