The tag has no wiki summary.

learn more… | top users | synonyms

1
vote
0answers
13 views

Is confidence transitive in asociation rules?

Given a set of rule such as: $A \rightarrow B$; $B \rightarrow C$; that satisfy minimum confidence in the context of apriori algorithm meaning: $$\text{Conf}(A \rightarrow B) \geq \text{min. ...
0
votes
0answers
13 views

Binary event probability optimization

I have a relatively small sample of binary events (50-100 events) that occurred during a time of day (the success rate is closely related to the time of day). I'm grouping these events into hour ...
1
vote
0answers
10 views

Estimate confidence in multiple choice test

There is multiple-choice test and for every possible answer option my algorithm gives some score of how much it is likely to be the right one and picks the one with the maximal value as the answer. ...
0
votes
0answers
9 views

Confidence size and coverage probability in a confidence set?

Let $\theta \in \Theta \subseteq \mathbb{R^d}$ be the parameter of interest and let $\theta_0$ be the true population parameter value. Let $n$ be the sample size. Let $CS_n$ be the confidence set ...
3
votes
1answer
42 views

How to correctly understand confidence intervals and confidence level [duplicate]

I recently read an online discussion about confidence levels and confidence intervals. To be honest, I'm confused. What's the bottom line there? For a specific statement, say, Foobar is 3.45 ...
2
votes
0answers
28 views

Analysis of proportions over time

My knowledge of statistics is limited and I am looking for resources to read on the matter if possible. Anyways, I am currently trying to estimate a confidence interval for a proportion over time. ...
3
votes
1answer
103 views

How to get confidence on classification predictions with multi-class Vowpal Wabbit

I have a classification problem in which I'm using the --ect option for the multi-class algorithm. The output of the classifier is something as follows: ...
1
vote
0answers
33 views

Regression problem

Regression was estimated using OLS. We get y=a0 + a1x1 + a2x2 + error. We know covariance matrix ∑ of our estimator. 1. How to get confidence interval for a1/a2 ratio? 2. In what case would the ...
1
vote
1answer
9 views

Avoid rater tendency in confidence questionaires

For the development of a new chemical process, a handful experts should be asked a few questions (4 to 6), what values they expect for several experimental parameters, i.e. temperature ranges and how ...
2
votes
1answer
30 views

Correct expression of confidence level

A very basic question: when noting the statistical significance of fitting some model, does one report that results are significant at the 95 percent confidence level, or at 0.05 significance?
3
votes
2answers
49 views

Joint Confidence Interval

Given the following model: ${\rm Wage}_i=\beta_0+\beta_1 {\rm Married}_i+\beta_2{\rm Female}_i+\beta_3 {\rm Married}_i \times {\rm Female}_i + \varepsilon_i$, I am interested in finding ...
0
votes
3answers
146 views

confidence intervals for values estimated from the nonlinear regression model

I have a question about nonlinear regression and confidence intervals for values estimated from the model. Here is my problem. I have sets of data where $X$ is the logarithm of the dose of a chemical ...
3
votes
2answers
57 views

Comparing Bernoulli means across subpopulations in which the number of observed successes may be zero

I've got a binary characteristic and a population $S$ with size $n$ and $P[X] = p$ such that $p$ may be small and $n$ is extremely large. Within this population are subpopulations of various sizes ...
0
votes
0answers
44 views

Linear regression slope confidence interval - how to choose a cutoff with few points?

I am performing a large number of linear regressions (around 2000) through the origin. Each regression is on a different number of points (between 2 and 1000), and I am using robust regression (with ...
2
votes
1answer
49 views

Why are intervals for means narrower than intervals for individual observations?

I am looking at problem 5.01 relating to Galton's data on adult heights of fathers and sons, from Chapter 5 of Statistical Modelling: A Fresh Approach link to this book: ...
1
vote
0answers
95 views

Computing Confidence in A/B testing

First of all, I'm fairly new to Decision Theory and my question might be rather too simple for the experts. I am having some issues in computing confidence for A/B Testing. I will first explain the ...
2
votes
2answers
154 views

Confidence limits for a nonlinear regression

I've fitted some weighted data to a nonlinear model (namely a Sèrsic light profile), using least squares. That is, I have fitted a weighted nonlinear least squares model of the form: $$I_r = I_0 ...
2
votes
1answer
38 views

Prove Confidence of Rule

Using Association. I want to prove the confidence of the rule $B'->(A\B')$ can't be more than the confidence of $B->(A\B)$ Given: frequent itemset $A$ and subsets $B$ of $A$. $B'$ is a ...
0
votes
1answer
45 views

confidence band multiple regression [closed]

I have realized a multiple linear regression with R. When I realize the graphs diagnostics, I would like to draw the confidence band along with the loess curve in the first plot (residual vs. fitted ...
1
vote
1answer
59 views

Combining results with different confidence levels

I have an experiment where I throw a biased coin were with confidence interval [0.38, 0.42] and confidence level of 0.95 I will get heads. If I get heads then I throw a biased 6-sided die which gives ...
1
vote
1answer
509 views

How do you derive the Success-Run Theorem from the traditional form of Bayes Theorem?

In my industry it is common to test a sample of 20-30 and then use that data to draw conclusions about the reliability of the product with a certain confidence. We have tables for such things but it ...
5
votes
1answer
100 views

Confidence interval on R-squared

I know that it is possible when you realize a multiple linear regression to calculate the confidence interval on the R-squared and on the adjusted R-squared. Does somebody know how to do it with R?
2
votes
1answer
215 views

sample size to get 99.6% confidence on a one-tailed test

If I have a normally distributed population of 3.5 million elements, and I want to sample enough of them to make a statement with 99.6% confidence on a 1-tailed test, what should my sample size be? ...
0
votes
0answers
15 views

BCa Intervals and preferred range for z0

I've recently been asked by a co-worker about the calculation of BCa intervals via bootstrapping of a statistic $\theta$ in S-Plus. Interestingly, S-Plus spits out a warning if one of the parameters ...
0
votes
1answer
75 views

Regression confidence on new data point

I'm in the process of building a prediction system, and one of its requirements is to be able to give the confidence of a prediction. That is, given a set of independent variables, it should be able ...
1
vote
0answers
281 views

Creating summary tables / graphics in R for categorical data [closed]

I am trying to summarise data from a household survey and as such most of my data is categorical (factor) data. I was looking to summarise it with plots of frequencies of responses to certain ...
4
votes
2answers
188 views

Calculating when significance will be reached in A/B test ($\chi^2$ test of the difference between two proportions)

I'm a marketer trying to understand the math involved in A/B testing. I've come across a tool that estimates how many more samples are required to reach significance for a test that's already begun. ...
0
votes
0answers
54 views

Rpart confidence interval

Is there any way to compute 95% confidence intervals and prediction interval for the predicted value at each node? Thanks!!!
0
votes
1answer
130 views

Confidence Score for a Single Proportion [duplicate]

I was asked to calculate a confidence score for a single proportion representing a conversion rate. I saw a lot of documents that calculate confidence intervals for proportions based on the binomial ...
1
vote
1answer
65 views

Bivariate conditional probability confidence

I have two random variables following normal distributions, $X\sim N(\mu_{x},\sigma_{x})$ and $Y\sim N(\mu_{y},\sigma_{y})$ I know the covariance is $\operatorname{Cov}(X,Y) = c$. And I believe ...
2
votes
2answers
162 views

Statistical workload estimation

I am a software developer and am frequently asked by prospects to provide a workload estimate for a potential project. I would like to implement a statistical approach to estimation that works as ...
3
votes
1answer
88 views

A stopping rule for permutation test

I perform a permutation test multiple times on different datasets, each time I am only concerned about significant $p$ values. To reduce computation time would it be correct to introduce this kind of ...
3
votes
1answer
124 views

Measuring the quality of an opinion mining algorithm

I am working on a piece of software to detect opinions in text. As a simplistic example, I would like my algorithm to tell me that Andrea has a positive opinion +1 ...
2
votes
0answers
65 views

Combining confidence intervals

I have a collection of efficiency curves i.e. numbers between 0 and 1 as a function of a physical variable. Each efficiency point on the curve has an associated Clopper Pearson 1-sigma confidence ...
1
vote
0answers
58 views

Deriving a “confidence relationship”?

I understand the basics of confidence intervals, the central limit theorem, etc, to be able to know things like given N samples of random variable, we're 68/95/99.7 percent sure the variable is within ...
3
votes
1answer
543 views

Confidence interval for difference between proportions

I'm wondering if someone could let me know if I have calculated the confidence interval for the difference between two proportions correctly. The sample size is 34, of which 19 are females and 15 are ...
0
votes
0answers
103 views

Confidence Bands in non linear mixed effects models

Is there a way to get confidence bands around the fitted population fixed effects curve for non linear mixed effects models fitted in R function ...
1
vote
3answers
4k views

Need help understanding calculation about Confidence interval

I am currently reading Math behind A/B testing written by Amazon and got stuck. At some point they say: To determine the 95% confidence interval on each side of conversion rate, we multiply the ...
0
votes
2answers
36 views

Normalized confidence measure of point from normal distribution

I have a 1D normal distribution with mean $\mu$ and standard deviation $\sigma$. Given a new number $x$, I want to assign a confidence value to how likely $x$ is to have been drawn from the ...
1
vote
1answer
56 views

generate an exact pivotal quantity for theta

Given a random sample $x_1,...,x_n$ from $f(x|\theta)=\frac{\theta}{(x+1)^{\theta+1}}$, $x\ge0$ How to generate an exact pivotal quantity for $\theta$?
3
votes
1answer
1k views

SVM confidence according to distance from hyperline

For a probabilistic multi-class classifier we can get probabilities of membership of a new point $x$ to each class $y_i$; in case of 3 classes suppose that we get $P(y_a|x) > P(y_b|x) > ...
5
votes
1answer
313 views

Can one compute confidence intervals for a census with high nonresponse rates?

If a questionnaire was administered to an entire population (group of interest) and the response rate was 68% can the questionnaire results be generalized to the population (100%, including the 32% ...
3
votes
1answer
144 views

Comparing MLE parameters using bootstrapped confidence intervals

I have MLE curve parameter estimates for 3 populations (2 per population), and am looking for a clever way to compare them. At the moment, I am non-parametrically bootstrapping my datasets in order to ...
0
votes
0answers
112 views

Minimum sample size

Probably a basic question, but here goes: Suppose we have 1000 people who respond to a survey (500 men, 500 women) Respondents can choose to "like" a series of pages. Each respondent can "like" as ...
3
votes
1answer
147 views

Calculate confidence/chance of beating baseline

As shown in the Google Web Optimizer example I would like to calculate the chance of beating baseline (original) - I tried around but couldn't figure out how they do it. I think the +- next to the ...
3
votes
0answers
162 views

Measuring real advertising effect: control group issue

Background: The goal is to measure impact of advertising technique - retargeting. Retargeting is about showing related ads to prospects who add something to shopping cart but abandon it. We would be ...
9
votes
1answer
182 views

Voting system that uses confidence for each voter

Let's say, we have simple "yes/no" question that we want to know answer to. And there are N people "voting" for correct answer. Every voter has a history - list of 1's and 0's, showing whether they ...
2
votes
0answers
237 views

Confidence Interval for a Percent Change

Good Morning, A mentor has asked me to calculate the 95% confidence interval surrounding a percent change. To help frame the question, I have calculated the incidence of a disease within the ...
3
votes
1answer
355 views

t-distribution confidence intervals for non-Gaussian data but large n

I have a question concerning a claim I read in statistics books concerning the applicability of the t-distribution to compute confidence intervals for large $n$ if the data is not normally distributed ...
3
votes
2answers
538 views

Confidence intervals for exponential smoothing

I'm using exponential smoothing (Brown's method) for forecasting. The forecast can be calculated for one or more steps (time intervals). Is there any way to calculate confidence intervals for such ...