The tag has no usage guidance.

learn more… | top users | synonyms

0
votes
0answers
19 views

Confidence interval for proportion differences in R [migrated]

I am looking for a quick method (without creating too many new dataframes) for the following: Imagine I have two variables: data$occupation (rows, from top to ...
0
votes
0answers
21 views

Where two confidence intervals meet?

I have two means that refers to two different samples of different populations. Let's say, for example, that the two means are 1.0 and 3.15. I can compute confidence intervals about these two cases ...
0
votes
0answers
23 views

Calculate Confidence (Error) Bands for Chi Square fit with errors using Iminuit

I want to fit some data with errors to a polynomial, say $y(x)=a+bx$. I made a $\chi^2$-fit using Iminuit but now I want to calculate the error bands ( 68,3% Confidence Bands). What is the fastest way ...
1
vote
1answer
39 views

Should 20,000 data points provide a significant difference in confidence level over 300?

I built an automated trading system and am experiencing better results during backtesting than during real trading using the strategy I developed. During backtesting my strategy results in 300 trades ...
0
votes
2answers
22 views

Confidence Interval for Sampling of Non-Normal Distribution

As everybody, when sampling a distribution, I was told that the population average can be estimated to be within the range of: $$\mu \in \bar{x} \pm Z_{\text{conf}}\frac{s}{\sqrt{n}}$$ where ...
0
votes
0answers
19 views

How do I measure the accuracy of predictor's level of confidence?

Firstly, I apologise if I'm using the wrong terms. I'm a beginner in statistics. But I'll try to describe this question in an example. So say, there is someone (or some device) who regularly makes ...
1
vote
0answers
35 views

Completely understanding the Confidence Interval - how is it not a probability of containing a population parameter?

I've been doing data analysis for a while, but recently I questioned my understanding of the oft-misunderstood confidence interval. So, I read multiple sources. Many of them say explicitly that the ...
0
votes
0answers
29 views

Estimating Confidence Intervals

I have built a model that estimates the number of users who bought an item. I have data for two time periods, August 2015 and October 2015. I want to compare the number of users who purchased the item ...
1
vote
0answers
22 views

Probability of values smaller/greater than mean not 50%?

I'm just starting to work with Chi-Squared distributions and I'm having a hard time understanding why P(X>µ) <> P(X<µ) <> 0.5. If my expected value is k, why is the chance of getting a ...
0
votes
0answers
46 views

Logistic regression: Ranking of Betas (Categorical variable)

I am running a logistic regression in Stata and would like to rank a categorical predictor variable (which is translated into four binary variables). Stata gives out three of them and compares them ...
0
votes
1answer
21 views

Finding the confidence level

The following question is on a study guide for a test: A candidate who is running for Student Body President wants to know if more Juniors vote than Seniors. The hope is to interpret this ...
3
votes
0answers
30 views

Normalizing a set of values based on the size of the set?

So I track my stats for League of Legends, which is an online battle arena game. I get to track stats like kills, deaths, assists, and kda (which is kills+assists/deaths). I love tracking the variance ...
1
vote
1answer
44 views

Confidence metric for a single prediction in multiclass classification?

Are there any particular methods (Naive Bayes, SVM, RF, etc) that can provide some estimate of 'confidence' along with the class prediction for a test feature set in which the true class is ...
3
votes
1answer
29 views

Confidence interval for the standard deviation of a variable that is calculated from the difference in variances

Here is my problem. I have a large population of uncoated parts. The weight of the uncoated parts is normally distributed. I then apply a coating to the parts- the weight of the coating also being ...
0
votes
0answers
14 views

Getting percentage range of variance accounted for by DV in confidence interval

I have a confidence interval that has a range of values. How can I turn those values into a percentage range that represents the possible variance accounted for by the DV? ...
0
votes
0answers
28 views

Confidence Intervals

I have a question as I am struggling with understanding Confidence intervals. Does the width of a confidence interval get smaller as the confidence level gets larger.
1
vote
0answers
48 views

How to calculate the required sample size for x% accuracy?

I've made an algorithm for parsing some strings, and the question I have is how many random strings should I collect and test to get an estimate of how good the algorithm is? Testing on all is not ...
0
votes
0answers
48 views

Forecasting bank account balance data

I'm new to statistics and not even entirely sure how to frame my question properly, so please go easy with me. I would like to be able to do 2 things: Take a series of dates and bank account ...
0
votes
0answers
15 views

Resource allocation for many logistic models

This question is kind of vague but I will do my best to articulate it as best I can. I have many logistic regression models that are modeling polls of many different types of questions. All of the ...
1
vote
0answers
28 views

Gender package confidence factor in R

R's gender package is a great library to determine gender from first names. I know that the package predicts the gender by calculating the proportion of male and female names given a range of years. ...
3
votes
0answers
25 views

Are there any circumstances under which a confidence interval can be interpreted as a likelihood interval? What are they?

I read the answers provided to the question "are all values in a 95% confidence interval equally likely?". These answers raise questions for me regarding interpretation. I have read that under ...
0
votes
0answers
15 views

Two sided confidence intervals and statistical significance

Can the confidence interval include 0 and be statistically significant if it is a two sided confidence interval?
0
votes
0answers
24 views

Making a table of probabilities

I apologize if this is the wrong board - I couldn't think of somewhere better to put it. I am making a table, going from higher certainty to lower certainty. It represents the probability that two ...
0
votes
0answers
27 views

Confidence region for arbitrary multivariate distribution

I wonder if there are any publications on computing confidence region for arbitrary multivariate distribution. So far, I found the following approach: compute confidence interval coordinate vise and ...
1
vote
1answer
61 views

Largest or smallest confidence interval at $\pi_{i}=0.5$ in logistic regression

A binomial GLM can be written as: $Y_{i}\thicksim B(1,\pi_{i})$ $\mathrm{E}(Y_{i})=\pi_{i}$ and $\mathrm{var}(Y_{i})=\pi_{i}\times(1-\pi_{i})$ ...
0
votes
1answer
17 views

Criteria for wide Confidence interval

Is there a criteria to say a statistical confidence interval is wide or narrow? Is there any formula to know?
1
vote
0answers
12 views

How can I get a confidence interval for p from a small cluster sample?

I have small cluster sample (n=4, N=75) where all elements in each cluster are sampled. I'm using a ratio estimate to estimate p, the proportion of successes. If I can't use the normal approximation ...
1
vote
0answers
30 views

User Study Setup: Correct selection of tasks

I'm struggling with the problem to design a formally correct user study. I have the following circumstances: I want users to assess the (subjective) usefulness of a -so called- trail result. That ...
0
votes
0answers
51 views

How to indicate a 95% confidence interval for the total amount to be paid

Can you please help me to solve this question! Peter who is soon to be married, has for a long time been thinking about the perfect morning gift for his bride, Kate. As the couple is going to run a ...
8
votes
2answers
199 views

Why is it so uncommon to report confidence intervals for medians?

Why is it so uncommon to find confidence intervals reported in papers from applied sciences? I work mostly on Computer Science, but often read papers from (Social) Psychology, Sociology and Urban ...
0
votes
1answer
95 views

Confidence measures for Gaussian mixture models

When generating Gaussian mixture models using expectation maximization with Bayesian Information Criterion, is it necessary to report a confidence measure? How do you know that the algorithms are ...
0
votes
0answers
61 views

What would be null and alternate hypothesis

A photoconductor film is manufactured at a nominal thickness of 25 mils. The product engineer wishes to increase the mean speed of the film and believes that this can be achieved by reducing the ...
1
vote
1answer
48 views

appropriate binomial proportion confidence interval for repeated measures

So I have looked this up extensively and keep getting the same answer, but its because what I can find online isn't quite to the point. I want to put a confidence interval on a binomial proportion, ...
1
vote
0answers
19 views

How many random voting machines must be validated to be certain they are not biased? [closed]

In Brazil often people question the results given by the electronic voting system. At the end of the elections, each voting machine prints a bill containing the votes it computed, and that same data ...
0
votes
0answers
43 views

How to identify noise due to discretization

The problem: I'm looking at data which was measured both with respect to time and (vertical) space domain. What I want to do is first obtain the wavenumber-spectrum (more specifically shear, since ...
0
votes
0answers
16 views

How can the Lift measure be interpreted?

If we have items A and B appearing together and separately and the support, confidence and lift as follows, can we say that: "persons having A will be 1.25 times more likely to have also B than the ...
0
votes
1answer
397 views

How to determine if a weighted average is accurate?

I have the following problem. Consider that there is an election where n persons are voting. The goal of the election is to estimate the weight of a bag. Each person can vote for an integer value : ...
3
votes
1answer
33 views

Confidence intervals from pivotal quantities

I am reading a book somewhere it introduces pivot as a way of constructing a confidence interval for a parameter. My question is: it says $q_{0.025} < = \lambda n \bar{X} <= q_{0.975} $ is a ...
0
votes
0answers
26 views

confidence interval comparision to likelihood function

I have question, it is taken from a book. It says: Let $X_1 , X_2$ denote a random sample of size n = 2 from a continuous uniform distribution $U(\theta - 0.5, \theta + 0.5)$ with unknown parameter ...
1
vote
0answers
17 views

Confidence interpretation from false negative rate

For my research I'm using a tool called seeSUMO, which predicts sumoylation sites in a protein based on sequence features. When it reports your results, it gives you a level of confidence for each ...
3
votes
0answers
58 views

Sample size for tracking data

I'm currently trying to figure out how to estimate a fitting sample size for a specific problem. The situation is as follows: We've got x people, of whom we are able to track y% - all the time, so we ...
0
votes
0answers
40 views

How to determine certainty on a range of probabilites and overall accuracy?

I'm trying to determine if the prediction made by my classifier is certain enough. Known: The probabilities for each possible class, for example: ...
0
votes
0answers
16 views

How can we compare two probabilistic models(markov networks) such that its prediction(confidence) depends on amount of training data?

I have a task of comparing two CRF models where each node and edge probability is associated with reliability depending on amount of data it is trained .How can I have a confidence metric for ...
1
vote
0answers
384 views

Confidence Interval calculation for Power Density Estimation in MATLAB

First of all, I am new to these statistics stuff but very interested in the background. I try to understand the confidence interval calculation for a power spectral density estimate in MATLAB. For the ...
2
votes
0answers
45 views

AB test - Is it okay to use a result with a low confidence level

Suppose you conduct an A/B test of 10,000 views for each of version A and B, but the results take 3 months to capture. Despite a small number of views, achieving a goal (converting a "view" to a ...
5
votes
3answers
4k views

How to choose a confidence level?

I often use a 90% confidence level, accepting that this has a greater degree of uncertainty than 95% or 99%. But are there any guidelines on how to choose the right confidence level? Or guidelines ...
0
votes
1answer
13 views

Difference in confidence intervals of two sample sizes given a finite population

I can't seem to wrap my head around this problem. My company is commissioning a facility that recovers two types of metal from ash generated from an incinerator: ferrous (metal containing iron) and ...
2
votes
1answer
246 views

Confidence interval for polynomial linear regression

I have a model which is not linear but rather polynomial, and I have to estimate the parameters by giving a 95% confidence interval. There are plenty of formulas for regression of the type $Y = ...
1
vote
0answers
28 views

How to decide which of two distributions a sample is from?

I have two random distributions. How can I get a quantitative estimate of the likelyhood that a particular sample was taken from one or the other of the distributions? To be more precise: Let $I = ...
0
votes
1answer
61 views

How do I calculate required Sample Size to get useful confidence interval length for Bernoulli random variables?

I am pulling meta data fields from a population of 100M documents. These meta fields include things like Author Name, Author Location, Keywords, etc. Some documents have all of these meta fields, some ...