The tag has no usage guidance.

learn more… | top users | synonyms

0
votes
0answers
8 views

1-Sided Lower Confidence Level Concept for Reliability

For reliability (R) engineering discipline, reliability of an item is the conditional probability that the item will be functional within the mission duration at a given confidence level. so ...
1
vote
0answers
9 views

Minimum sample size for multiple choice question

I have a question about minimum sample sizes for a multiple choice survey. I have searched around this site and the internet, but haven't found a 100% clear answer yet. What if someone a survey was ...
0
votes
0answers
20 views

Classifiers which only answer when they are confident?

It is often true that a classifier (or regression) can give some kind of confidence in its answers, e.g. through bootstrapping. However, this is often viewed as an afterthought: "here is the answer, ...
0
votes
0answers
8 views

individual differences between two paired populations

I have two sets of data A and B each with n=80. For A and B a measurement was taken in a different condition and the data are paired. I know there is a difference between the whole populations of A ...
0
votes
0answers
29 views

Why don't I get intervals which don't contain parameter by simulation?

I effect 100 simulations, and with a confidence level 95% I expected to get by simulation 5 coinfidence intervals approximately that not contain the paramater. I always get 100 confidence intervals ...
3
votes
1answer
51 views

Confusion around Probabilistic Interpretation of Confidence Intervals

My professor told me that a confidence interval provides a measure for the resampling uncertainity. That is, if I were to re-sample this dataset a large number of times, 95% of those would contain the ...
0
votes
0answers
28 views

Confidence ellipsoids / intervals for MLE beta in logistic regression?

We assume that the prob of Y = 1 given X and beta is 1/(1+e^{-Z}) where Z = X^T\beta. Then, we want to estimate \beta, given a dataset of iid observations (X_i, Y_i). We can compute the MLE estimate, ...
0
votes
0answers
30 views

Regression: using confidence interval to remove outliers

I have to calculate a regression (for instrument calibration purposes) between Log(x) and y, where x is an environmental parameter, known to be log-distributed. Accurate measurement of x is difficult ...
0
votes
0answers
20 views

Hotelling T^2 Statistic in Simple Linear Regression

I'm at a bit of loss here, so I apologize for silly questions. I stumbled upon a problem that asked for 95% confidence bands for my estimated regression line in a simple linear regression (2 ...
0
votes
0answers
24 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
50 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
42 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
28 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
22 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
40 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
36 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
31 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
52 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
31 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
31 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
56 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
32 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
36 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
51 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
65 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
36 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
30 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
16 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
29 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
72 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
18 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
14 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
31 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
56 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 ...
9
votes
2answers
227 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
140 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 ...
1
vote
1answer
53 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
1answer
478 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
36 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 ...
1
vote
0answers
19 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
59 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 ...
1
vote
0answers
534 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
47 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
6k 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
394 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 = ...