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

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1answer
29 views

Apparent paradox about using a pilot study to determine sample size

I'm using some pilot data to determine the necessary sample size for an upcoming study. The primary goal of this study is to measure the correlation between two variables, A and B, and to determine ...
2
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0answers
39 views

drawing confidence interval graphs [migrated]

I've made regression model with 4 variables. And I have gotten the following regression equation $$ Y= 0.0761 - 0687X_1 - 3.46X_2 - 1.937 X_3$$ I calculated Confidence intervals for these four beta ...
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2answers
51 views

What are good examples to show to undergraduate students?

I am going to teach statistics as a teaching assistant for the second half of this semester to CS-oriented undergraduate students. Most of the students took the class has no incentive to learn the ...
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1answer
59 views

Why do we need confidence intervals?

I am following a video lecture on Statistics, which introduces the concept of confidence intervals in the following way: "A bank vice president is interested in the average checking account balance ...
2
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1answer
18 views

confidence intervals around lines from glmer in lme4

I have spent a large amount of time trying to figure out how to generate a desired plot, and was wondering if any one can help. The plot is to illustrate an interaction between 'time' and 'group' on a ...
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0answers
10 views

What does it mean for a function to be “contained in” a confidence band?

So I have this problem that asks me to generate 100 random samples from a standard normal, and I did. It asked me to find a 95% confidence band and I did, using the Python code ...
2
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1answer
35 views

Implementing Gibbs sampler in R from posterior distribution

I am referencing a follow-up idea from something I posted earlier (Zero-inflated Poisson and Gibbs sampling, proofs and sampling). I want to implement the Gibbs sampler, by generating a large ...
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0answers
3 views

Analytic determination of exact confidence intervals (without making approximations)

I would like to determine 95% confidence intervals for the mean of a negative binomial distribution. I have read a number of papers that use Gamma, Normal and Chi-squared approximations in order to ...
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2answers
99 views

Citation for Statistical test for difference between two odds ratios?

In a comment here, @gung wrote, I believe they can overlap a little (maybe ~25%) & still be significant at the 5% level. Remember that the 95% CI you see is for the individual OR, but the ...
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0answers
14 views

Boostrap confidence interval mixed model

I have have about 1000 data points (x,y,z). I am fitting a mixed model to the data, using lmer in R model = lmer(z ~ x + I(x^2) + (1|y)) I am interested in ...
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0answers
26 views

bonferroni and scheffé' simultaneous confidence interval graph in minitab

I need to calculate bonferroni and scheffé' simultaneous confidence interval by hand as a homework. However, I also want to add minitab outputs and graphs to my homework task. How can I plot these ...
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0answers
5 views

Poisson parameter lambda confidence interval [duplicate]

Based on x arrivals in time t, what is the alpha level Confidence interval for lambda?
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0answers
13 views

Better approach to determining parameter error bars than my Monte Carlo approach?

I have a certain astrophysical phenomenon currently described by a few different models. For a given model I can expect a certain number of particles passing by earth as a function of time. From this ...
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0answers
13 views

Process interpretation of confidence intervals?

Frick (1998) explains how statistical inference can be interpreted as making causal claims about processes, without resorting to random sampling and infinite populations. This view seems particularly ...
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3answers
79 views

How to measure the “confidence” that one set of values is greater than another?

I have a relatively simple task. I have collected several hundred samples from several groups (group here is arbitrary and not relevant to my question). These samples are scored on a continuous ...
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0answers
26 views

Confidence interval for variances

I have a lot of variances $\sigma^2(x)$ as these: Now I have two task: remove the vertical outliers and compute the confidence intervals (for all cases, this is only one case). I think that their ...
3
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1answer
33 views

Why is the CI in the median larger then the CI in the mean?

if I generate sample of normally distributed values (N=100, Mean of 10, STD 2.5) Then I calculate the mean with confidence intervals and the median with confidence intervals of the sample I get: A ...
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2answers
40 views

What is the volume of visits required in a test A/B?

I have a client that has a web site, he want my to help improve it's conversion rate. I am currently planning an A/B test, on the service page, testing the form. Number estimated of views on one ...
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0answers
32 views

Confidence intervals with gamlss package

My question regards the use of the gamlss package. I am using gamlss package to fit a dataset to a logistic function. There is ...
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0answers
26 views

Confidence Interval on the standard deviation [duplicate]

Supposed we have $n = 15$ independent samples $X_1, X_2, ..., X_n$ from distribution $N(\mu, \sigma)$. Sample mean $\bar{X} = 2.4$ and sample variance $\hat{\sigma^2} = 0.55$ What's the 95% ...
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21 views

Montecarlo analysis: how many iterations I need?

I am working on a Montecarlo analysis. I have a transfer function from R^m-->R (i.e. m inputs to one single output), whose I do not know deterministically the m inputs. So I generate N random values ...
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0answers
16 views

R HoltWinters - Odd dip in predictions

So, I have this time series that tracks the daily number of applications to a graduate program. Each application period is 64 days - so for each period, you start at zero and it goes up until the ...
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1answer
42 views

Assessing a sample mean with a confidence interval vs a hypothesis test [closed]

I'm reading this pdf on statistics. I wanted to ask the difference between sections 3.5 and 4.2. In section 3.5 it is described how to compute, from a sample, an estimate of the mean with a ...
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0answers
37 views

Confidence Intervals for Non-normal data?

I have a dataset where the response is the number of successes and I have two factor variables A, B (A has 6 levels and B has 4 levels) and a quantitative variable H (H is hours so it is ...
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1answer
29 views
1
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1answer
18 views

Confidence that Optimum Lies Within a Given Region

I have an ordinary least squares regression equation. Through calculus or simulation, I can find the combination of explanatory values that maximize the estimated mean response; I can also establish a ...
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0answers
21 views

Confidence intervals for a curve with bootstrapping

I am estimating y= az + f(x) in a semi-parametric way. I want to compute the standard error for the estimated coefficient for a ...
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0answers
19 views

Construct confidence interval for price per area, from weighted average price for quantity, and weighted average quantity per area

I have function for obtaining the weighted mean for price per quantity, where $p$ is price, and $w$ is the weight, for some product $i$. $$\bar p_a = \sum p_{i} w_{i}$$ and a quantity per area, ...
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1answer
61 views

What is the reason for this discrepancy between confidence level and probability?

I ran the following R code: library(Hmisc) binconf(x=1, n=70) # PointEst Lower Upper # 0.01428571 0.0007327613 0.07658187 Which is the ...
2
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1answer
47 views

How useful is a confidence interval formed using the sample variance

A 95% confidence interval under Neyman-Pearson is defined as the interval upon which if we took many samples of size n from the population, 95% of the intervals formed around the sample means would ...
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0answers
11 views

T-test degrees of freedom

I have just been creating a slide demonstrating a (central interval) confidence band plot using a Neyman construction for a simple standard normal distribution. I created a confidence band plot of ...
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2answers
24 views

Help needed with confidence interval for proportions please!

I have tried to calculate a 95% confidence interval for proportions on datasets with small and large sample sizes. I have been checking the values with two online calculators and keep getting ...
2
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1answer
25 views

Interpreting results of prop.test()

Suppose that I have two approaches to a particular problem. Approach A is observed to succeed 685 times out of 1347 attempts. Approach B is observed to succeed 2100 times out of 3748 attempts. I ...
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1answer
17 views

Can a confidence interval algorithm simply alternate between a small and a huge interval?

A confidence interval is basically an interval generated by an algorithm that takes the observed data as input and gives an interval as output so that 95% of the time the interval contains the true ...
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3answers
3k views

A psychology journal banned p-values and confidence intervals; is it indeed wise to stop using them?

On 25 February 2015, the journal Basic and Applied Social Psychology issued an editorial banning $p$-values and confidence intervals from all future papers. Specifically, they say (formatting and ...
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1answer
44 views

Confidence interval and type 1 error cumulation

I have a sample of 15 subjects that did a test multiple times. Now I would like to see if the subjects differ in their mean performance. The usual approach would be a test for differences in means ...
2
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2answers
51 views

meta analysis of odds ratios

I would like to work on a meta analysis project, I have kept 8 studies that satisfy my criteria and I'd like to continue with these. Their results are formed as odds ratios (OR) and confidence ...
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0answers
19 views

Calculating Polynomial Regression Confidence Bands

I have $N$ samples with known standard deviation: $(x_i, y_i \pm \sigma_i)$. I need to use order-$p$ least-squares polynomial regression to create confidence bands for $\hat y(x)$. I know R can do ...
0
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1answer
22 views

Confidence interval and confidence region

Could you please tell me what is the difference between confidence interval and confidence region in the following sense? For example, we have s multiple linear regression model. For individual ...
9
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2answers
484 views

Does a confidence interval actually provide a measure of the uncertainty of a parameter estimate?

I was reading a blog post by the statistician William Briggs, and the following claim interested me to say the least. What do you make of it? What is a confidence interval? It is an equation, of ...
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2answers
94 views

Can the difference between the means of two groups lie outside the confidence interval for the difference?

I received this question from a colleague which left me with a desire to find out a bit more about it. If you have two groups A and B with means--for example, 7.9 and 5.8--is it possible that the ...
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0answers
8 views

Confidence Interval for mean difference with non-mutually exclusive 1 to many matches in R

This is somewhat both a programming question, and a stats question. So sorry for the overlap (although it seems that there is a large overlap between the realm of stats and programming of ...
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0answers
20 views

How to calculate a confidence interval for the ratio of means of two small samples? [closed]

Please explain clearly how to calculate a confidence interval for the ratio of means that were drawn from two small samples with non-normal distributions.
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0answers
23 views

plot lmer confidence intervals

I have a mixed model fitted with lmer4 [ModelSub = CA ~ P + T + S + (1|Study)] which yields the following estimates - ...
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0answers
15 views

Drawing confidence regions around a multimodal bivariate kernel density plot

The following plot gives a bivariate kernel density plot (made with kde2d in MASS) of a deterministic functional evaluated at ...
12
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3answers
385 views

Are smaller p-values more convincing?

I've been reading up on $p$-values, type 1 error rates, significance levels, power calculations, effect sizes and the Fisher vs Neyman-Pearson debate. This has left me feeling a bit overwhelmed. I ...
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0answers
28 views

Finding a confidence interval for observations being outliers

Suppose I have a sample with sample size $N$ that is obtained experimentally, e.g. I have counted the number of birds at a certain location at a certain time. Now suppose that the sample (the number ...
0
votes
1answer
35 views

Given a sample of size n from a normal distribution, estimate the probability of picking a value larger than X from this distribution

Say I picked 10 random samples from a normal distribution with unknown parameters: 1.7, 2.6, 3.0, 4.4, 1.6, 2.1, 2.4, 2.7, 5.2, 3.3 What is the probability that I will pick a value larger than ...
2
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0answers
25 views

Wald interval for ratio of multinomial parameters

In a trinomial distribution with parameters $p_1, p_2$ I am interested in the parameter $\theta=\frac{p_1}{p_2}$. I would like to find the Wald confidence interval for this parameter, but I think that ...
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0answers
34 views

Is a coin fair? [duplicate]

Is a coin fair ? In other words, does a coin come up $50$% heads ? If a coin is unfair, then it would not come up $50$% heads. My thoughts : let's first identify the population and the parameter ...