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-2
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0answers
16 views

Identify distribution change [on hold]

I have a categorical variable Product that can have one of $4$ possible values, ${x_1,x_2,x_3,x_4}$ The current distribution is ...
0
votes
1answer
12 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
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0answers
21 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
20 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
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0answers
15 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
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0answers
8 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
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0answers
8 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
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1answer
52 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
21 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 ...
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0answers
21 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
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0answers
5 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
48 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
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0answers
22 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
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0answers
9 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
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0answers
55 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 ...
0
votes
0answers
32 views

Scoring model/formula to rank based on accuracy of data sources

Let us say i have 5 different data sources. My aim is arrive a score to arrive the accuracy of this data sources. It is like below 1. Refer the section Data confidence calculation in ...
2
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0answers
36 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
959 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
10 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
45 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
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0answers
19 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
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1answer
48 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 ...
1
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0answers
32 views

Combining info from two population coverage levels from a tolerance interval

I have some existing product data from which I've calculated a tolerance interval with a 95% confidence level with at least 95% of population covered. I would like to use this tolerance interval as a ...
0
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0answers
6 views

we have two separate forest plots with data that we wish to combine into a ratio. We were wondering how this is possible

We have a forest plot of FEV1 values at given NO2 exposure and a second plot of FVC values at given NO2 values. We need to make a forest plot of an FEV1/FVC ratio and do not know how this is possible. ...
2
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0answers
32 views

Formula for Confidence Interval for effect size

Do anyone have a formula for calculating Confidence Interval for effect size? I need the hand calculation formula for Confidence Interval for effect size (F-Test)?
0
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0answers
28 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
40 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
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0answers
28 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
22 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
41 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
18 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
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0answers
33 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
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0answers
121 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
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0answers
15 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
22 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
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0answers
23 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
23 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
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0answers
83 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
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0answers
20 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
70 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
34 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. ...
5
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1answer
751 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
11 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
35 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
3answers
150 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
723 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
76 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 ...
2
votes
1answer
86 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
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0answers
141 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 ...