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0
votes
0answers
19 views

Upper confidence interval for the variance using chi squared distribution

It is needed how to estimate the upper confidence interval for variance. I have the equations here from a document. I attach a photo of one page. I do have the raw data and hence the mean values, ...
1
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0answers
35 views

calculate statistical value of the mean of a mean of a mean

EDITED FOR CLARITY Hello, Considering the picture below each values X could be identified by the indeces X_g_s_d_h ...
0
votes
0answers
27 views

a/b tests show strange results. Can the results tell if the test method has bugs/issues?

I'm running a/b test on an ecommerce website. The current stats look like this: The problem is that the 'rule' does nothing. so basically the two groups should be identical. The selection of ...
0
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0answers
19 views

Naive Bayes Produce Confidence

I am pretty newbie in machine learning. Please forgive and point out anyone incorrect use of terminology. Now I am learning Naive Bayes algorithm. As I have learned Neural Network, when predicting, ...
1
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0answers
33 views

How to test a claim about a confidence interval (real case)

I need to test a claim made by a company stating that 95% of the cases (passangers per day, peak hour) are processed in 40 minutes or less. 1 - I assume I must collect a passanger sample but how ...
0
votes
1answer
16 views

confidence level in non nested models

I have 7 non nested models: I use the Akaike method to see which one best describes the data. If the models were nested I would use the likelihood ratio test: this woluld also automatically give me ...
1
vote
0answers
19 views

How can I estimate (with confidence intervals) the divergence between two smoothing splines?

I have time series data from two independent groups. I want to know whether these groups diverge over time and, if so, when they diverge and for how long. The way I have done this is to estimate ...
0
votes
0answers
72 views

Confidence interval and confidence band

How are confidence intervals related to the confidence band (in a nonlinear regression problem)? I understand that the term confidence interval is reserved for the parameters involved in a regression ...
0
votes
0answers
12 views

multi variate tests - how to find real confidence

We're running multi variate tests on websites. See actual data below. Basically in a session for each banner we randomly choose whether to show/hide it and calculate conversion rates for the show and ...
0
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0answers
21 views

Fusing probability scores from different independent sources

Consider a situation where two independent sources, $s_1$ and $s_2$ are giving probability estimates regarding the occurrence of a event $e$. I tried to model this as a bayesian network but that ...
1
vote
0answers
16 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
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0answers
20 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
22 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. ...
1
vote
0answers
15 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
52 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
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0answers
30 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
262 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
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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
31 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
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3answers
93 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
319 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
62 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
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0answers
54 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
60 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
111 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
183 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
42 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
51 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
62 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
679 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
105 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
228 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
1answer
76 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
368 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
199 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
70 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
152 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
66 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
181 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
96 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
133 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
85 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
61 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
792 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
149 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
6k 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
37 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
58 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
2k 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) > ...