An interval of random variables, depending on observed data, which, with a fixed probability, contain an unknown parameter of interest.

learn more… | top users | synonyms (2)

2
votes
0answers
13 views

Confidence Interval for Regression Line (simple linear regression)

So I've constructed a confidence interval for my regression line. However, because I have 2500 data points it is a very, very narrow interval (I can barely see it next to the regression line when I ...
0
votes
0answers
20 views

Using confidence intervals with Simple Linear Regression

So simple linear regression is performed on 3000 data points, and 1000 data points are withheld. How can we use confidence intervals, along with the withheld data points, to assess the predictive ...
1
vote
0answers
8 views

How to obtain a confidence interval or a measure of prediction dispersion when using xgboost for classification?

How to obtain a confidence interval or a measure of prediction dispersion when using xgboost for classification? So for example, if xgboost predicts a probability of an event is 0.9, how can the ...
0
votes
1answer
17 views

Formula for confidence interval level doesn't give correct result

I am kind of new in calculation of confidence interval, so I hope it will not be a too basic question. I have a normal distribution (with slightly longer left tail) as you can see in the picture. The ...
0
votes
1answer
24 views

What time of the day do I usually take my medication?

Suppose one makes a calendar recording the time a certain thing was done everyday, for example what time one took a certain medication, what time one woke up or what time one started exercising. ...
1
vote
1answer
28 views

Are the distances of the kNN i.i.d?

Imagine the set of i.i.d observations $D = \{x_i\}_{i=1}^N \subset X^n$. Let the distance function $d \colon X^n \times X^n \rightarrow \mathbb{R}$ be used to find the $k$ nearest neighbors to the ...
0
votes
1answer
20 views

Confidence and Prediction Intervals and Cross-Validation

So suppose, I have 5000 points of data. I hold out 1000 for validation testing, and conduct simple linear regression on the first 4000 points. How can I determine if the linear model: y = a + bx + ...
0
votes
0answers
22 views

Odds ratio confidence interval and p-value do not agree [on hold]

I calculated an odds ratio of 0.125, p-value (alpha 0.05) = 0.0378. However, the 95% CI crosses 1. (0.0143, 1.0635). I am wondering how I can reconcile this difference. Ideally I would like to report ...
1
vote
0answers
18 views

hazard rate ratio and confidence intervals with zero events

Apologies if this has been asked; I haven't been able to easily find a related thread. I'm doing a survival analysis; how do you calculate hazard rate ratios and CIs when there are 0 events in one ...
1
vote
0answers
10 views

Estimating the uncertainty in the peak of a non-stationary poisson process

I have daily counts of observed disease cases for a single location. I am interested in the peak timing of the outbreak of the disease and want to assess the uncertainty in the peak estimate. In other ...
0
votes
1answer
34 views

Which proportions are particularly high or low - compare confidence intervals, or logistic regression?

I have a large database of binary decisions (accept or reject), broken down by state of the applicant, so that for each state I can calculate a proportion of positive decisions. e.g. ...
2
votes
1answer
21 views

Determining coin biases, given some information

I have a real-life problem which essentialy boils down to the following: Given n biased coins, given to you ordered from highest to low bias, determine the last coin (by index) whose bias is still ...
0
votes
0answers
19 views

Negative Standard Deviation

I am implementing the LinUCB-Hybrid model algorithm. In this algorithm the Upper Confidence Bound(UCB) of a particular prediction is calculated as below. $$ s_{t,a} <= z_{t,a}^\top ...
0
votes
0answers
20 views

Glmnet — Confidence Interval in Regression

In general, my question is how to estimate some prediction intervals in the case of penalized linear models (in particular, I think about the glmnet R package). I understood that the introduction of a ...
0
votes
1answer
27 views

Calculate the confidence interval of log odds using a linear combination?

I'm performing occupancy modeling (wildlife science) to determine the difference between a change in control vs. treatment sites over time (before vs. after). I first calculated the occupancy odds ...
0
votes
0answers
10 views

Deducting a Confidence interval from an estimator with the confidence interval of relative risk

After performing a Network Meta Analysis, there have been obtained different relative risks for different treatments. Having into account that the main treatment has a probability of success of 85% ...
0
votes
0answers
10 views

Subdividing times series to obtain required number of estimates for confidence interval for two tests [closed]

Given a small number (Nts) of time series data of physical measurements, each series has a length Nt measurements, for two parameters x and y, how to determine the minimum number of time series ...
1
vote
1answer
26 views

Can I conclude whether these two populations are different?

I'm trying to determine whether my patient population differ from my control population in regards to number of children fathered per individual. The tables show the frequency of amount of children ...
2
votes
1answer
36 views

Quantile and inverse CDF? [closed]

Since the cdf $F$ is a monotonically increasing function, it has an inverse; let us denote this by $F^{−1}$. If $F$ is the cdf of $X$, then $F^{−1}(\alpha)$ is the value of $x_\alpha$ such that ...
0
votes
1answer
31 views

Using a point estimate in confidence interval calculation

In order to estimate a population parameter(say mean), I read that we use the point estimate and confidence intervals to come up with a range within which the population estimate may lie. However, my ...
3
votes
0answers
17 views

Confidence interval for odds ratio with differents results

Find the confidence interval for the odds ratio, where $OR=e^{\hat{B_1}}=3.5701$, $\hat{B_1}=1.2726$, $\sigma(\hat{B_1})=0.5016$ with 95% confidence. First I followed the idea from notes that ...
3
votes
3answers
105 views

Prediction intervals for machine learning algorithms

I want to know if the process described below is valid/acceptable and any justification available. The idea: Supervised learning algorithms don't assume underlying structures/distributions about the ...
1
vote
0answers
27 views

How to derive a simultaneous confidence band for an estimated function?

I'm approximating the functional form of the Cox model by B-splines basis functions. For simplicity, assume there's only one covariate $x$, so my model takes the form \begin{eqnarray*} ...
1
vote
0answers
78 views

Weakly stationary time series questions

Say I have the following model: $y_t = 0.5y_{t−1} +x_t +v_{1t}$, and $x_t = 0.5x_{t−1} +v_{2t}$, where both $v_{1t}$ and $v_{2t}$ follow IID normal distribution ∼ (0,1). The following statements ...
0
votes
1answer
30 views

A/B testing - Non deterministic changes - statistical significance

We are running an A/B test for a trivia game to improve retention (The percentage of players that come back for a second day of playing). I am still a beginner in with this. Trying to compare the ...
1
vote
1answer
20 views

Calculating speedup confidence interval

Summary I'm trying to calculate the confidence interval for speedup of a program when I have many measurements for the old and new execution times. Details Speedup is calculated as: ...
0
votes
0answers
20 views

95% confidence intervals across multiple bootstrapped confidence intervals

I apologize if this is basic, but I'm a bit confused. Basically, I have results from a method classifying binders from nonbinders in protein docking. We run the method on multiple structures of a ...
1
vote
0answers
19 views

Critical values, ca.jo(), 'urca'

I am testing for cointegration using the function ca.jo() from 'urca'. I am struggleling I understanding the output. According to my knowledge, the H_0: r=0 means that there is zero cointegration ...
2
votes
1answer
53 views

How is the confidence interval calculated for the ACF function?

For example, in R if you call the acf() function it plots a correlogram by default, and draws a 95% confidence interval. Looking at the code, if you call ...
0
votes
0answers
21 views

How to calculate the confidence interval of the mean of means? (2)

Note: this question is different than this other one as follows: That one asks for the CI mean of means. This one asks for the CI mean of means, only from the perspective of the variations within ...
3
votes
0answers
21 views

Confidence intervals on weighted proportions

I am conducting a survey that will identify and quantify the extent to which businesses in a certain industry reuse, recycle and dispose of their waste. I am trying to figure out how I would be able ...
0
votes
0answers
6 views

One Response Value Fails for Proportional Odds Assumptions

I am analyzing placement scores on the response of students' grades for various courses. I have used a Chi-Sq test with the likelihood ratio to check the proportional odds assumption. For one of the ...
0
votes
1answer
17 views

Confidence interval difference for the difference of two estimators

Let us assume that we havo two parameters $\alpha$ and $\beta$ and the two maximum likelihood estimators $\hat{\alpha}$ and $\hat{\beta}$. We have also the confidence interval of these estimators, ...
0
votes
0answers
15 views

How do I calculate the Confidence intervall for the regression coefficient? [duplicate]

Hello! I need to calculate the 95 percent CI for the regression coefficients (coef). Is it possible to simply do this by taking the values plus or minus 1.96 times its standard error (se(coef))?
1
vote
0answers
28 views

Determine significance of an observed continuous distribution given many randomly generated continuous distributions

Suppose there is a vector, v, that contains the body height of every person over 30 years old on earth. It looks something like this: ...
1
vote
1answer
47 views

Confidence intervals for group means (R)

Here are some sample data in R: set.seed(42) df <- data.frame(g = factor(rep(1:2, each= 50)), y = rnorm(100)+rep(0:1, each=50)) One can easily get group means ...
0
votes
0answers
13 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 ...
1
vote
0answers
15 views

Statistical test for relationships when many samples are unknown

I'm fairly new to statistics - I'm sure this is a basic question but my google searching is failing me. Happy to just be pointed to other reading. I have 3 datasets of varying sizes (N1 ~ 200,000, N2 ...
0
votes
0answers
5 views

How to find confidence interval for the mean of a variable between two different factors in SPSS?

I have data that outlines tumor sizes in patients and whether or not they are male or female. I would like to find the 95% confidence interval for the difference in mean tumor size between male and ...
0
votes
0answers
7 views

Given Pivotal Quantities Find Confidence Limits

Based on the pivotal quantities below $Q_{1} = \frac{ \hat{\theta_{1}} - \theta_{1}}{ \hat{\theta_{2}}} , Q_{2} = \begin{pmatrix} \frac{\hat{\theta_{2}}}{\theta_{2}}\end{pmatrix}^{-1}$ ...
0
votes
0answers
13 views

Confidence interval for fitted lambda from Possion distrubtion

So my question is: you are given a set of data and you know the distribution is Possion with parameter lamda > 0. I figure out xbar is 4.06, and the z value we are using is 1.96 and n=50? But how can ...
1
vote
0answers
18 views

How many boxes have balls?

I have N boxes, each of which may or may not contain a ball. I want to know how many boxes have balls by sampling the boxes in the following way. For each box in the N boxes: I open this box with ...
-1
votes
0answers
16 views

How to get 95% CI from R's coxph? [migrated]

I have used the following function in R's coxph() to fit a cox hazard model. I want to report the proper statistics; however, there is no 95% CI in the output. ...
0
votes
0answers
22 views

alternative to the delta method for computing the variance & CI of products of probabilities

I'm trying to find a way to calculate the confidence interval of the product of probabilities without using the delta method or Program MARK. I am using a logistic-exposure model to estimate the ...
0
votes
0answers
13 views

applying stats to ratings of products

Which should I trust more, a 4.5 stars rating with 46 votes, or 4 stars with 66 votes? This isn't Amazon where I can look at the distribution. Can I treat this like a binomial confidence interval? ...
0
votes
2answers
53 views

How to interpret R Pearson's correlation test?

I am trying to learn a bit of R and statistics so as "toy project" I have started from the famous Iris dataset (150 rows, 3 classes). I have applied to two features the "correlation test" in this way: ...
0
votes
0answers
17 views

Best approach for calculating confidence score (p-value) - for Bayes models

This is a generic question on the best approach for giving a p-value to a "most likely" solution given by a graphical Bayes model. I am building a graphical model in Stan, for finding the most likely ...
1
vote
2answers
55 views

Why is confidence width narrower, when sample proportions are smaller?

I am using a binomial distribution to calculate confidence intervals around a proportion. I noticed that for a fixed sample size, the width between the confidence intervals gets narrower as the ...
0
votes
0answers
10 views

Could anyone teach me how to calculate the 95% Confidence Interval for a Geometric Mean Titer Ratio?

To help teach me I have provided data from 4 separate experiments that were previously analyzed (listed at the bottom of this post). I was able to figure out how to calculate the Geometric Mean Titer ...