Tagged Questions

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

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15 views

Tukey HSD, insignificant p-value when the confidence interval does not contain 0?

I am using TukeyHSD to do multiple comparisons. I am seeing strange results for some of the pairs: the adjusted p-value is greater than the specified significance level but the corresponding ...
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1answer
34 views

What is the formula for a normal-theory confidence interval of the mean?

A psychologist is collecting data on the time it takes to learn a certain task. For $55$ randomly selected adult subjects, the sample mean is $10.5$ minutes and sample standard deviation is $3.25$ ...
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1answer
26 views

Forming confidence interval using a sampling distribution

I know the relation between the distribution of sample means (for a given sample size) and the population parameters, from which samples are taken. My question is, how exactly do we use this relation ...
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0answers
26 views

Bootstrapping with bootstrap sample greater than original sample

My original sample has 350 observations drawn randomly from a population of 60,000 people. My independent variable is Default, with 35 observations with value of ...
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1answer
100 views

Mann-Whitney-U-Test: Confidence Interval for Effect Size

According to Fritz, Morris, and Richler (2011; see below), r can be calculated as an Effect size for the Mann-Whitney-U-Test using the formula r = z/√(N) This is convenient to me, as I report r also ...
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0answers
17 views

Confidence interval and probability mixed [closed]

An advertising agency needs to create a television advertisement for a sun block. The hirer, who makes this product, says that 40% of customers prefers his/her brand. The agency did a survey to verify ...
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0answers
11 views

Confidence interval from kaplan meier survival table

I have been able to creat kaplan meier survival plots for group of patients with a cancer diagnosis. The table give me proportion people surviving at specific time points e.g. 5 years with SE, how can ...
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0answers
19 views

Upper confidence interval for the variance using chi squared distribution

It is needed how to estimate the upper confidence interval for variance. I have the equations here from a document. I attach a photo of one page. I do have the raw data and hence the mean values, ...
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0answers
32 views

How to pool the interquartile range for an arbitrary distribution?

Let's say that I want to estimate the temperature in an annulus-like region. I split the annulus into four equal sectors (sectors 1,2,3, and 4) with $n_i$ being the number of measurements in sector ...
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1answer
40 views

Confidence intervals vs P-values for two means

I know in studies where relative risk or odds ratio is calculated, if confidence interval overlaps 1, then the P-value is not significant. Is similar relation true for following situations as well? ...
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1answer
76 views

Explain confidence intervals in simple terms

For one newly handling statistical analysis, please can you explain in the simplest of terms, with an example, what is a confidence interval?
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1answer
48 views

Prediction with categorical variables in Cox regression

I'm doing survival analysis with Cox PH. I have my final model based on averaged models and I have four categorical variables with multiple levels each. I computed the fitted values using ...
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0answers
17 views

Extracting cofidence interval vaules from a Logistic Regression

I have a logistic regression model in which I am predicting the size at which a crab has a 50% chance of being mature (probability=0.5) and I've built confidence intervals for the whole model, ...
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0answers
8 views

Using confidence level for error evaluation

I want to evaluate performances of a forecasting system. I have some samples of the whole population. But what i actually have is the mean value of the sample and the forecast for the mean of the ...
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1answer
26 views

Is there any method to quantify parameter estimation uncertainty of method of moments fitting technique?

If I want to fit a distribution (let's say we can be certain about the type) to observations using maximum-likelihood method, I have many options to express the parameter estimation uncertainty due to ...
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0answers
6 views

Calculating confidence interval of return period

I have a time series of annual rainfall data and I wish to calculate the return period curve for this data. To do this, I have used Matlab to fit a gamma distribution, and then used the Lilliefors ...
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0answers
16 views

Question about confidence interval and its relationship to standard deviation

I calculated the sample mean, and it came out to be 100. The standard deviation given in the problem is 70. And the 95% confidence interval of $\mu$ I obtained is (50, 140). So if I know that 70 is ...
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0answers
21 views

Creating condifence intervals ? Help with statistics intervals.

I have a question in front of me that reads: The heights of a random sample of 50 college students showed a mean of 174.5 centimeters and a standard deviation of 6.9 centimeters. a) Construct an ...
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0answers
14 views

Confidence intervals for the Log Loss metric for model comparison?

Quite a few Kaggle competitions have used or are using the Logarithmic Loss metric as the quality measure of a submission. I'm wondering if there are other ways besides N-fold cross-validation to ...
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0answers
108 views

Theoretical justification of choice for confidence interval exact method for the success probability parameter of negative binomial variable?

I have a computer experiment that runs the Bernoulli series with unknown probability $p$ of success. The experiment terminates when $m$ failures are observed. So, the unknown parameter $p$ has the ...
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0answers
27 views

a/b tests show strange results. Can the results tell if the test method has bugs/issues?

I'm running a/b test on an ecommerce website. The current stats look like this: The problem is that the 'rule' does nothing. so basically the two groups should be identical. The selection of ...
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0answers
15 views

Probability denisty around a linear regression line

In a very basic problem or linear regression y= mx + q one can define an Confidence Interval around the line. This has a characteristic shape: narrow at the center getting bigger at the extremities. ...
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0answers
26 views

Median confidence interval

It is asked to prove that if $X_1,...,X_n$ is a random sample from $X \sim U(\theta -1/2, \theta +1/2)$, then $$P( \theta \in [X_{(1)}, X_{(n)}])=1-2(\frac{1}{2})^n$$ Note that $\theta$ is the ...
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1answer
34 views

Poisson confidence interval using the pivotal method

I am trying to build a confidence interval for the Poisson distribution using the pivotal method. I have the theory down but I am struggling to come up with $h(Y, \lambda)$, the probability ...
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0answers
14 views

Confidence interval on replicates from multinomial distribution with bimodal outcomes

I have a Java model which tracks the numbers of 6 types (A-F) of individuals. I am interested in the distribution of different types of individual across simulations with different parameter values. ...
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0answers
25 views

confidence intervals and type II errors

I am using confidence intervals to test whether a parameter includes a certain value, 1. The sample size is reasonably large. Let us say my parameter estimate is 1.1 (95% CI: 0.99,1.2). So I cannot ...
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0answers
54 views

Confidence intervals for median

I have a distribution of samples with a small number of values in each one (less than $10$). I have calculated the median for each sample, which I want to compare with a model and obtain the ...
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1answer
22 views

elastic net- confidence intervals for parameters

Can I see the intervals and p values for each coefficient in elastic net model? I wrote: ...
2
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1answer
18 views

Confidence Interval for the average of a set of proportions

If I have a dataset of 500+ observations (people in this case) that has the % of allotted dollars that were spent for each person (so, I have each persons allotted dollars and their dollars spent), ...
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0answers
31 views

Is a confidence interval a prediction interval for the sample mean?

I am learning about different intervals and trying to get my head around them. Given that a sample mean from a sample size $n$ has a pdf equal to $f(x)$, the 95% prediction interval [a,b] is an ...
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0answers
18 views

Distribution of average and median of a random variable [duplicate]

Suppose I have some random variable, which is defined by certain distribution (e.g. triangle or normal or some other). Suppose I do $N$ independent measurements on this random variable and then ...
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0answers
16 views

Population proportion and confidence interval estimation

Q. A disease can be classified into four types. A random sample of size n=100 patients contains $n_1=70$ patients with type 1 disease, $n_2=10$ patients with type 2 disease, $n_3=15$ patients with ...
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3answers
76 views

Managing 'prefer not to says' in sensitive questionnaires

Consider a questionnaire where we ask someone about their sexuality. The five options, for simplicity, are: Heterosexual Homosexual Bisexual Other 'Prefer not to say' Assume we ask the population. ...
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0answers
42 views

Confidence interval for differences in total sums

I have data from two variations of an ecommerce web site and would like to determine the confidence interval for the difference in generated profit between the variations. My data contains both the ...
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2answers
108 views

Logistic Regression sample size & bootstrapping

The data for this example can be retrieved here so that you can reproduce these estimates. It is the low birth weight dataset- http://www.umass.edu/statdata/statdata/data/ There are 59 1's and 130 ...
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0answers
9 views

Finding Confidence for locations?

I have a question regarding finding confidence intervals for location. The question is as follows, I have a set of coordinates (X,Y) where X is the latitude and Y is the longitude. Suppose, if I ...
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0answers
23 views

Confidence interval for proportions for different patients

Question: Schizophrenia and other psychoses are complex and debilitating diseases, which affect about 2% of the population. Two of the approaches used, as well as in other medical diseases, to reduce ...
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0answers
42 views

variance of the variance for finite population for normal distribution

I am interested in calculating the variance of the sample variance for a finite population...of course in the limit of sampling the entire population, this will be zero. There seems to be one author ...
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0answers
6 views

Reporting sensitivity/specificity using a random process?

I'm using a method that involves cross-validation to make predictions on my dataset. As it splits the data randomly, I will end up with different results (I believe this is an example of a stochastic ...
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0answers
10 views

Simulation of CI of amount of values in different intervals by adding noise to original data

I am having a hard time trying to solve this problem, so maybe some of you guys can sort it out. I have a large data set containing a value describing the thermal comfort in buildings called PMV. The ...
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1answer
32 views

Distribution of random sample of confidence intervals containing the true mean

Given 50 random samples, each of size 25, from a normal distribution with mean 20 and standard deviation 5. From each of the 50 samples, you can find a 90% confidence interval for the mean. Let Y be a ...
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0answers
25 views

Statistic confidence interval

I have this statement: If a 95% confidence interval for the mean was computed as (25,50), then if several more samples were taken with the same sample size, then 95% of them would have a ...
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2answers
135 views

5 defectives rule of thumb

I have taught six sigma black belt classes using consultant sourced training materials which included the rule of thumb that when estimating the rate of occurrence of discrete events, like the ...
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0answers
23 views

Confidence intervals of proportions for clustered data

I am trying to compute the proportion of "yes"'s in data that is clustered (participants within cities). If I ignore the cities, I get very nice and narrow confidence intervals. If I compute the ...
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0answers
18 views

Score Confidence Interval for Difference of Proportions

In Agresti et al. (2008) "Simultaneous confidence intervals for comparing binomial parameter", it is suggested to use a studentized range distribution with a score statistic. However, exactly how you ...
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0answers
35 views

attenuation percentage and confidence interval

I made a logistic regression model 1 (not fully adjusted) and model 2 (fully adjusted; model 1 + covariate A) with Stata. I am trying to calculate the attenuation percentages between OR. I used the ...
2
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0answers
27 views

How to determine a probability that 100% of confidence intervals from a bootstrap contain the true mean

Say I take 500 bootstraps of a population and calculate 95% confidence intervals (CIs) for each sample. I would expect that 95% of the bootstrap sample CIs to contain the true population mean. ...
2
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1answer
125 views

Why does a confidence interval including 0 mean the difference is not significant?

Could someone please explain why zero being inside or outside the confidence interval tells you whether or not the difference is significant?
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2answers
26 views

Significance of difference based on confidence intervals

Let's say I have 6 random variables whose distribution is parametrized by $\theta_1,\ldots ,\theta_6$ and I constructed confidence intervals for all 6 parameters. Minimal values in the confidence ...
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0answers
76 views

GLMER: Conflicting results from p values and bootstrapped confidence intervals

Please don’t be shocked by the amount of code in this post, this problem is (hopefully) not as complex as it seems. This dataset ...