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

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14 views

Confused about hypothesis testing, tails, and confidence intervals

$Y_1, \ldots, Y_{10}$ are $N(\mu, \sigma)$ random variables. We observe $\overline{Y} = 20$ and a standard deviation of $1.265$. We are asked for a $95$% confidence interval. Use the t-table, we find ...
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1answer
9 views

Confidence intervals for Tobit model in package AER in R

I use a Tobit model to predict censored data. I use the AER package in R. A toy example looks as follows: ...
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2answers
149 views

Is rejecting the hypothesis using p value equivalent to hypothesis not belonging to the confidence interval?

While formally deriving the confidence interval of an estimate, I ended up with a formula that resembles very closely the way p value is computed. Thus the question: are they formally equivalent? ...
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1answer
10 views

Can adding uniform sampling weights change p-values?

I am doing an analysis of Average Marginal Component Effects (AMCEs) of a conjoint experiment in R. The package I use, cjoint 2.0 (see amce function), allows to add sampling weights (I want to compare ...
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14 views

Statistical validity of association rules with low support

We have data sample with 10,000 observations. We are using association analysis to find segments with low support (< 4%) and high(er) confidence. Our rules are always in such way that on the right ...
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5 views

Simultaneous and Pointwise Confidence Bands for GAMs

I am performing a penalized B-spline regression on a simple time series of count data in R using the mgcv package. When I calculate a pointwise confidence band from the standard error of the fit based ...
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0answers
24 views

convergence rate of Pearson correlation matrix

I posted recently a related question about the convergence rate of a Pearson correlation coefficient, here. Now, I am interested in the matrix version. Let $X_1,\ldots,X_N \sim \mathcal{N}(0,1)$ be ...
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1answer
31 views

How to introduce the error bars in text?

I want explictly to state in my written text that the error bars in the current plot and all of the following ones represent the 95% percent of the calculated mean. However, the metric changes in the ...
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8 views

Recalculating mean, median, std dev and confidence interval after updating sample

I am working on an application which gets rolling samples of World of Warcraft auctions every two hours. The auctions contain, among other data: item ID (will be used to group auctions before ...
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23 views

Comparing two Poisson counts

I am running some simulations and need a hand with the stats. Suppose I have $N$ systems. I simulate all of these systems and an event occurs in $x$ of the $N$ systems. I then make a small change to ...
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9 views

Confidence interval for Jensen–Shannon divergence

I am just getting to grips with the concept of calculating (quasi) distances between probability distributions, and have recently encountered the Jensen–Shannon divergence, now I'm wondering ...
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20 views

Student's t: how to get a CI for unknown distributions (in C++)? [on hold]

I have a program that at some point calculates Odds Ratios (ORs), including Confidence Intervals (CIs), for stuff. To do this, I follow the basic CI formula for ORs, (ln(µ) &plusmn Z * ...
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0answers
11 views

Confidence intervals: how do we have to interpret them? [duplicate]

I have a very basic question regarding confidence intervals. I am confused between two interpretations of confidence intervals. Interpretation 1: If repeated samples were taken and the 95% ...
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0answers
7 views

Calibration curve confidence intervals interpretation. Is to reduce a high Bias Corrected possible in Bootstrapping?

I have been working on a mixed generalized model, glmer, and now I am trying to validate it by a calibrate curve, and also would like generate its CIs. For this, I thought in Bootstraping and found ...
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0answers
11 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? ...
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2answers
50 views

How to determine experiment sample size for a target CI width?

I'm working on an experiment to measure property $X$ of some pieces of equipment. Assuming there is an excess of equipment available for testing, and barring any funding restrictions, what is the best ...
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2answers
73 views

Why is there a need for a 'sampling distribution' to find confidence intervals?

I understand the key principles behind confidence intervals, but there's something I want a bit of clarification on. Let's say I have a basket of apples that I picked at the orchard. The weight is ...
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40 views

Z-test and confidence intervals for mutual information

Given two discrete random variables $X,Y$, I would like to obtain confidence intervals for the Mutual Information $I(X;Y)$ and a p-value for the null-hypothesis that $X,Y$ are independent. I would ...
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1answer
24 views

Confidence interval for expected prediction error from cross-validation

I am using a support vector machine for binary classification on a sample of size 150 (75 of each class). I am using 5-fold stratified cross-validation to estimate the expected prediction error, i.e. ...
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1answer
27 views

Bootstrapped coefficients for ordinal logistic regression with R

I am trying to get the bootstrapped confidence intervals of the coefficients for an ordinal logistic regression. Here below, my R code on fake data (reproducible example here below). This one does ...
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0answers
6 views

Kaplan-Meier confidence interval for undefined standard error

I am studying a variable using Kaplan-Meier estimates. In this specific case no event was observed, so my estimate is 100% survival. SAS gives me the information that standard error is 0 and CI is ...
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2answers
56 views

Simultaneous tests for general linear hypothesis question

I have run a probit regression and am now trying to run post-hoc tests. I am trying to compare differences between a 3 level factor variable. I am confused about the difference between running a ...
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5 views

RJAGS Prediction Envelope for Distributions

I am using RJAGS to estimate the parameters of my model from data. My model contains diverse range of parameters for known distributions. I get the credibility intervals for my distribution parameters ...
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18 views

How can i calculate Confidence interval of the mean for over dispersed count data?

I have count data that is highly over-dispersed ( Variance is greater than 10 times mean) . I would like to calculate 95% and 98% confidence intervals for the mean. How can i calculate the standard ...
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1answer
22 views

How t multiplier is calculated from df and 95% confidence interval?

The appropriate t-multiplier for a 95% confidence interval for the mean $\mu$ is t(0.025,14) = 2.15. How to get this value 2.15? Is there any formula ?
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29 views

Prediction Interval & Machine Learning

For linear regression, one can calculate a confidence interval for a prediction. Is this possible for all machine learning techniques? For example let's say I fit a neural network, and then start ...
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1answer
37 views

Confidence intervals derived from 'inverted hypothesis test'

Can someone explain what is meant by a confidence interval derived from an inverted hypothesis test? The Clopper-Pearson interval for a proportion seems to be an example.
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69 views

Can confidence intervals be added together?

I have 95% confidence intervals for a figure that represents the higher-than expected number of failures for a particular machine where the expected number comes from using data for months 0 - 13 to ...
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14 views

Confindence of test estimation for gaussian mixture model

A simple Gaussian Mixture approach: I have a learning data $ { (x_1,y_1),(x_2,y_2),...,(x_n,y_n) } $. For learning it, I use a Mixture of Gaussian model and after learning it, I estimate new data ...
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23 views

Meta-analysis using p-values

I have a study-level (quasi-experimental) estimator of treatment effect $\hat{\delta}_i$, where $i$ indexes the study. Due to the way the estimator is constructed, I do not have access to a measure of ...
3
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1answer
28 views

Why does changing the null hypothesis change the confidence interval?

Using my stat calculator, I don't see why if I do two different tests with everything the same but the null hypothesis, the confidence interval is different. For example: Has a different CI from ...
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22 views

How do I calculate needed sample size

I am measuring visitors to a website in an A/B test (i.e. showing two different versions randomly to visitors and comparing what % converts). I am trying to calculate an estimate for what sample size ...
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2answers
51 views

How to interpret 95% confidence interval for Area Under Curve of ROC?

(I am following this paper, from page 47 on ...
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35 views

95% confidence interval for an estimate average

I have a single dataset - from that dataset I have used four methods ($i=1, 2, 3, 4$) to estimate a parameter ($u_i$) and to generate a 95% confidence interval. In other words, I know $V[u_i]$ but not ...
2
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1answer
32 views

Margin of Error of Sample Variance

For $N$ samples of normally distributed data $X_i \sim \mathcal{N}(\mu,\sigma^2)$, the $1-\alpha$ confidence interval for the sample mean $\bar{X}$ is $$ \left[\bar{X} - ...
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18 views

How many test cases do I need to be (95%) confident in control group testing when the desired outcome is an increase in revenue?

I am implementing a new pricing structure and am going to be conducting control group testing but am unsure how many test cases I need to be statistically confident in the results. The desired ...
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0answers
18 views

How to calculate interval confidence for partial observations?

When doing research, I am running into a problem of evaluating the confidence interval from partial observations. It is equivalent to a simplified problem I describe below: We want to know the ...
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15 views

Do I need to replicate in order to find confidence intervals?

I am studying ROC curves. Assuming a parametric ROC method in which the populations follow a normal distribution, the area under the curve has a closed form. This area in my case is $0.850$. Now, I ...
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0answers
10 views

Best-fit values for multiple data sets with single model

This is probably so simple the answer should be obvious, but I thought it best to check with better informed people than myself; I have a simple physics model that fits to some four data sets. From ...
2
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1answer
42 views

Which one is the correct formula of confidence interval of variance?

I got the following formula of confidence interval of variance in this site $$\frac{(n-1)s^2}{\chi^2_{1-(\alpha/2),n-1}}<\sigma^2<\frac{(n-1)s^2}{\chi^2_{(\alpha/2),n-1}}$$ And this following ...
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0answers
18 views

confidence interval for probabilities in logistic regression with random intercept

I have fitted (by glmer lme4 in R) a logistic regression model with a random intercept (depending on individual j), i.e. I know the std.dev and mean value for the intercept in the normal ...
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35 views

WEKA accuracy confidence interval

I have a dataset consisting of thousands of companies from the UK. For 300 of these companies, I collected several indicators which were extracted from social media (e.g. #likes). I have built a model ...
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0answers
12 views

Calculating the confidence interval of a curve fitted through data points each with a confidence interval itself

I have a number of data points, (x,y), where both variables represents a measured quantity each with a confidence interval. These variables correlate strongly with each other. I want to fit a curve ...
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18 views

Wald confidence interval

Are Wald Type confidence interval and confidence interval based on asymptotic standard normal distribution synonymous ? Can you please give me some reference ?
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2answers
30 views

Different ways to produce a confidence interval for odds ratio from logistic regression

I am studying how to construct a 95% confidence interval for odds ratio from the coefficients obtained in the logistic regression. So, considering the logistic regression model, $$ ...
2
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1answer
58 views

Bootstrapping gives me significance, without it not so much

For instance, in the table below, a GLM (ANOVA) Tukey posthoc bootstrapped 1000 times gives me a confidence interval like this. The columns are mean difference, bias, standard error, and the bounds of ...
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1answer
13 views

Trying to migrate from P values to CI… how to know when to reject null hypothesis? [duplicate]

So, I know that if we get a p<= 0.05 (95% CI), I know that the null hypothesis can be rejected. Now my question is how do I do that with CI? Eg. in the table below A17S group has a CI of ...
4
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2answers
158 views

Comparing a linear model with a spline model

I try to figure out how to describe my continuous variable. Unfortunately, I did not understand all of the statistics. I would really appreciate I you guys would help me out here. To better illustrate ...
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1answer
15 views

Confidence measure/statistic for inferring a category with random independent sampling

Suppose there's a group of dogs and a set of people A,B,C,D. If I know that, in this hypothetical scenario, the person who owns the dog is the person who walks it ...