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

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10 views

When do (and don't) confidence intervals and credible intervals coincide?

Yes, I know there are many questions on comparing these two types of intervals, but none of them appear to answer this exact question. Here is a blog post demonstrating one case where the two ...
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27 views

Confidence interval for a regression parameter via prediction

Consider a simple Poisson-regression - GLM - model. There $\exp\left(\beta\right)$s are used as Incidence Rate Ratios (IRR), but their calculation is sometimes not completely straightforward, for ...
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1answer
16 views

Does and 95% CI containing 1 imply no difference in IRR calculations in the same was as in OR calculations?

My understanding is that with an odds ratio (OR) that a 95% CI containing 1 means that there is no difference between the odds of something occurring between groups. I wondered if this holds true for ...
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24 views

Is it possible to calculate 95% confidence limits of a predicted value of a regression equation when we don't have the raw data?

Reading a paper, I realized that a polynomial regression equation was published with its associated standard error and sample size. That regression relates enamel thickness ($y$) and enamel formation ...
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24 views

confidence interval [closed]

the heights of men in a particular district are distributed with mean u cm standard deviation s cm. on the basis of the results obtained from a random sample of 100 men from the district, the 95% ...
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1answer
27 views

CI for monthly production based on daily production data

Say I have 16 work days in a month, and I have 16 days of production data so that I have a mean and variance for this daily data (e.g. mean is 3750 and variance is 500). I can construct a confidence ...
2
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2answers
82 views

How do I calculate confidence intervals for a non-normal distribution?

I have 383 samples that have heavy bias for some common values, how would I calculate the 95% CI for the mean? I the CI that I calculated seem way off, which I assume is because my data does not look ...
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1answer
20 views

Use daily production as a check on whether monthly production goal is likely to be met

This is a real small business problem, not a homework problem. A monthly production goal is 60000. We want to be sure that say 95% of months meet this goal. The goal is a minimum, so we want to be ...
2
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2answers
46 views

Confidence intervals which contain 1 but the z test and p value are significant

I calculated the confidence intervals for the regression coefficients using the formula: SE X 1.96. I then took this value away from the regression coefficient to get the lower confidence level and ...
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0answers
17 views

How to find number of samples needed for a 95% confidence interval

I wish to perform a number of tests, what are the minimum number of tests I need to perform to be 95% sure the mean of the test is significant to within ±10% when I repeat the test ? As one example, ...
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0answers
28 views

Lower Bound of Bootstrapped CI Out-of-Range

I am using the boot package in R to bootstrap confidence intervals around an estimate of the median. The data is skewed, but the estimator is not biased, thus I am using the Basic Interval. The data ...
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10 views

Bootstrap of parameter estimates and confidence intervals (hurdle model)

Think you can help with this. I´ve run a set of candidate hurdle models on insect abundance data with pscl package for R. These models had an abundance part with a truncated negative binomial ...
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23 views

Proper back-transformation of lognormal standard deviation to find confidence intervals around a mean [duplicate]

I want to determine the 95% confidence interval of a mean. I logged-transformed my data in order to achieve a normal distribution. Several observations contained 0, so I changed these to 1 so that ...
0
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0answers
14 views

How to calculate confidence interval for difference (or ratio) of two different time series?

I have two time series which are sampled at the exact same times. I would like to calculate a confidence interval either for the ratio between the two or the difference between the two. The values ...
2
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0answers
18 views

Estimating number of intersections between point and polygons

I have a 2D plane (a large rectangle) with a finite size in the x and y direction, which is the field of my problem. The field is covered by $n$ smaller rectangles that are located randomly within ...
0
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0answers
21 views

Detecting a significant change in the difference between two rates from T1 to T2

I asked this previously but I failed to activate my account so I was not able to respond to comments and my question was never answered. Here is attempt 2: I have two rates of compliance for two ...
1
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2answers
109 views

Should I use the use the confidence-t or confidence-norm function in Excel?

n=6 (this relates to maximum values of measurements of force (in Newton) when conducting the same process with the same setting of parameters 6 times) There is ...
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0answers
25 views

How to find the variance for a mean response in a multiple linear regression model

The question is the following: Our regression model can be written as $y_i = \beta^Tx_i + \epsilon_i, 1 \leq i \leq n$. Find the $100(1- \alpha)\%$ confidence interval for the mean response ...
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2answers
64 views

Given a series of past coin tosses from an unfair coin, how can I calculate the confidence for the next toss result?

So this is really difficult for me, but I would like to know if this is possible. Let's assume I have an unfair coin (absolutely no assumptions can be made about the coin), and my past result has ...
2
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1answer
41 views

Confidence interval and sample size multinomial probabilities

I'm an absolute beginner in statistics. Please excuse any wrong assumptions or missing information in my question. I have a question that relates to a multinomial distribution (not even 100% sure ...
2
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0answers
37 views

How are the standard errors computed for the fitted values from a logistic regression with parameter 'response' in R?

I am looking for the equation for the se.fit values when using logistic regression in R. I have seen this answer - How are the standard errors computed for the fitted values from a logistic ...
5
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0answers
78 views

Confidence bands for QQ line

This question doesn't specifically pertain to R, but I chose to use R to illustrate it. Consider the code for producing ...
2
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0answers
22 views

Calculating means and confidence intervals for groups with multiple observations in each subject using the NLME package in R

I need your help to identify group means and calculate the corresponding 95% confidence intervals for a set of independent samples with 2 dependent observations within each of those samples. I'm using ...
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1answer
41 views

Student t-distribution

If $X_i$, $i =1,...,n$ all follow a normal distribution $N(\mu,\sigma^2)$, and are independent, does $\frac{\sqrt{n}\cdot(\frac{1}{n}\cdot \sum X_i - \mu)}{\sqrt{(\frac{1}{n}\cdot \sum (X_i-\mu)^2)}}$ ...
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0answers
9 views

Confidence intervals and bootstrapping stochastic processes

I am currently using a stochastic method for prediction that only reports my parameter of interest $\widehat{T}$ and does not report confidence intervals, though I would like them. I understand that ...
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0answers
19 views

Finding the fewest needed samples for a regression method

I have a regression method that I have applied with success to tens of thousands of well-observed objects. I'm looking to estimate how well it works on poorly observed objects. I selected 50 objects ...
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20 views

How do I calculate the standard error of the ACF if the errors are t-distributed?

I am modeling my data with ARIMA and to check if my model is good I have to compute the residuals and plot the correlation function and partial correlation function of the residuals. If the results of ...
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0answers
36 views

ANOVA to find subjects that responded significantly different between treatments

I have a dataset composed of several subjects exposed to two different treatments (treat) in three distinct times (test), and I am interested in highlighting which subjects have significantly ...
2
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1answer
47 views

Is this method of finding the confidence interval correct?

Suppose that we have 2 sets of data $X = x_1, \dots, x_n$ and $Y = y_1, \dots, y_m$ and a test $T$ that tests the null hypothesis that these data come from a distribution with the same median. $T$ can ...
0
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1answer
38 views

2x2 contingency table - maximum likelihood estimate of the odds ratio and exact confidence intervals

I have two questions regarding the following 2x2 contingency table: 1, How can I derive the maximum likelihood estimate of the odds ratio ($OR = (a*d)/(c*b)$) 2, How can I derive exact confidence ...
2
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0answers
27 views

Calculating confidence intervals when binary input variable equals zero

I am building a multivariate regression model and trying to use the model to predict a High, Medium, and Low estimated outcome for each individual in a group of people. I am using the 95% confidence ...
2
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1answer
26 views

Confidence interval for a constrained fit to Gaussian-like data

I'm working with data from an instrument which is expected a priori to produce Gaussian (normally) distributed data: \begin{equation} G = A\exp\left(-\dfrac{(x - \mu)^2}{\sigma} \right) ...
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12 views

Relative Confidence

I am a land surveyor working on specifications for GPS control networks, and have some questions this forum may help me solve. We typically measure many lines between points which are converted to 3D ...
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21 views

How to get the values for the graph of confidence limit for the exceedance fraction vs z-value?

I am working on an application for a team of industrial hygienists and I need to create a lookup function for the confidence limit for the exceedance fraction. I found what I need from this book: ...
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2answers
60 views

Calculate confidence interval from point estimate and standard error

Im having a problem with calculating a confidence interval for an incidence rate ratio between two populations. Using PROC STDRATE from SAS, I've obtained the Incidence Rate Ratio (the difference in ...
2
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1answer
38 views

Exact central confidence interval for a correlation

I am working my way through (T.J. Diccio & B. Efron, "Bootstrap Confidence Intervals", Statistical Science, 1996, 11(3), 189–228), and I'm stuck even before I get to the good stuff. In the ...
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67 views

Joint posterior HPD region for the coefficients of the normal linear model

This problem appear in an exam put by Chris Sims (3): http://sims.princeton.edu/yftp/emet04/ConfidenceCredibilityEx.pdf Suppose the following model: $y=\beta_1 +\beta_2 X_2+\beta_1 X_3 +\epsilon$ ...
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0answers
24 views

Test for two confidence intervals

I would like to know if there is a test for the difference of to means m1 and m2 (continuous variables) if I have only information for mean, 2.5%- and 97.5%-quantiles. For example: $m1 \ \ \ = ...
3
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1answer
36 views

Taking a random factor into account while measuring a proportion a low N

I need to be neat in measuring the success rate of a treatment. It is anyway pretty high. But as it is all about ecology, multpliying experiments is difficult. I have treated $N = 20$ individuals, ...
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14 views

How can I calculate a confidence interval for true mean of one set being higher than another, based on samples from each?

I have two sets A and B each containing N elements and want to show that the true mean of A is less than that of B with certain degree of confidence. (Specifically, the sets represents items of "yes" ...
0
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0answers
14 views
1
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1answer
30 views

interpreting my own data (negative confidence interval in epidemiology)

Im trying to measure the absolute change between two means of systolic bloodpressure, and used a simple method for calculating the confidence interval between to means. My goal is to estimate the ...
0
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0answers
32 views

How many samples do I need to prove that a classification algorithm is better than another?

I have two algorithms A and B, used to automatically classify each of N elements into K categories, N and K both being in the millions. Neither A or B is perfect, but it is relatively easy for a human ...
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0answers
20 views

Calculating upper and lower confidence limits on a population estimate derived from multiple point estimates

I am generating a river reach population estimate for a freshwater mussel by summing point estimates made across a gridded point network (within the reach) using a generalized linear mixed model ...
1
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2answers
77 views

Prediction interval for a fitted log-normal distribution

What I am trying to do is to fit a log-normal distribution to a data-set, and then determine confidence and prediction intervals for the fitted distribution - not just for the mean and sd estimates. ...
1
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1answer
36 views

ROC/AUC Confidence Interval

For a single ROC curve (with relevant AUC score), how can you calculate the confidence interval? (The data used to generate this ROC/AUC is available) Given my relatively limited background in this ...
0
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0answers
31 views

Holt Winters Initialization Issue

I am using an additive seasonal Holt-Winters model to compute confidence band of my data. I followed the HW initialization process described by Rob J Hyn­d­man. The confidence band is derived by ...
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29 views

Estimating the absolute decline of rates

Giving it another shot at describing my problem properly. I want to calculate the the crude event rates (10000person/years) for patients heart failure debut (variable name "heart_estimate") during ...
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0answers
23 views

Confidence interval for absolute changes [duplicate]

I have used the STDRATE procedure to get the estimates and standard errors for 5 different timeperiods between 1980-2000 in 5 years interval (1980, 1985, 1990, 1995 and 2000). This means that I have ...
1
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1answer
25 views

Statistical significance in binomial variable: how many tests needed?

I have a problem that occurs randomly, in approximately 2 % of tests. I am testing fixes, to prevent the error from occurring. The error occurring once would mean it is still happening and would ...