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13 views

Confidence interval of a mean [on hold]

PLEASE, can you help me with this question. The following table shows the estimates of one variable into two groups A and B. ==============Media===========StandardError===============================...
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13 views

Confidence interval via cross-validation

I am running an experiment with 10-fold cross-validation. For each fold, I calculate my score (Kendall's tau) and its confidence interval (via bootstrap resampling). Then, I average the score values ...
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1answer
6 views

Determining confidence for individuals' performance

Apologies if this is ridiculously basic - I have searched the site but my vocabulary is probably too limited to be successful. I have a group of individuals performing a task with a boolean outcome - ...
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0answers
24 views

How can I compute the confidence level in the approximate randomization test?

(1) indicates that one can compute a confidence level from the approximate randomization test (step 4): However, (1) simply refers to (2) to view the actual calculation or table lookup. ...
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0answers
12 views

plots of covariance with jackknifed confidence intervals in OPLS

The SIMCA-P software is able to produce plots of covariances with jackknifed confidence intervals for OPLSDA models. Is there any R package implementing the same feature? Or is there other means of ...
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2answers
66 views

Confidence & conclusion in rare event analysis

I am looking at the http://www.nejm.org/doi/full/10.1056/NEJMoa021134 paper and don't understand how they made their conclusions. According to the data in Table 1 they analyzed 440655 vaccinated ...
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0answers
23 views

Find a threshold to seperate two distributions

I have two distributions, Number of students spent specified number of hours. One distribution for students who passed the exam, another is for those who failed. Now, I want to calculate a threshold ...
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0answers
20 views

limit of detection (interval censored) CI

I'm trying to compare data I have to other data for which I have mean and std (normally distributed). My data consists of several varibales, some of which are interval censored due to machine limit of ...
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0answers
17 views

1-Sided Lower Confidence Level Concept for Reliability (1-F(T))

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 ...
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0answers
33 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 ...
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0answers
22 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, ...
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0answers
10 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 ...
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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 ...
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1answer
58 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 ...
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0answers
29 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, ...
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0answers
42 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 ...
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0answers
23 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 ...
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1answer
35 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 ...
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0answers
70 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 ...
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1answer
46 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 ...
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2answers
32 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 $Z_{\...
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0answers
25 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 ...
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0answers
43 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 ...
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40 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 ...
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0answers
35 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 ...
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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 ...
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1answer
53 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 ...
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0answers
32 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 ...
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1answer
70 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 unobserved?...
3
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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 ...
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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
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0answers
38 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.
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0answers
52 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 ...
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92 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 ...
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16 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 ...
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0answers
38 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
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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 ...
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0answers
17 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?
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26 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 ...
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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
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1answer
78 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 $\mathrm{var}(Y_{i})=\pi_{i}\times(1-\pi_{i})$ $\mathrm{logit}(\pi_{i})=\mathrm{...
0
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1answer
19 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?
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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 ...
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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 ...
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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 ...
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2answers
269 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 ...
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1answer
175 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
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1answer
55 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, ...
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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 ...
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1answer
557 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 : ...