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

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30 views

Confidence interval for geometric mean of fractions

Is there any opportunity to create such interval where a variable ($\{\ln(X_i)\}^n_{i=1}$) is the fraction of prices for two periods? $$ X_i = \frac{price.new_i}{price.old_i} $$ Please, look at my ...
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0answers
31 views

Confidence Interval using Non-pivotal quantity [on hold]

When we construct confidence interval (CI) for some parameter $\theta$, we used to construct a pivotal quantity, e.g., $\frac{\bar{X}-\mu}{\sigma/\sqrt{n}}$ and from the distribution of this pivotal ...
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0answers
29 views

Confidence intervals sum of dependent variables

How to construct confidence intervals for sum of dependent random variables. Specifically, I want a high probability claim regarding the difference between the empirical mean and the true mean of the ...
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0answers
19 views

Estimating the effect of regression fitting error

Suppose I have a number of random variables $X,Y,\ldots$, and we can assume the joint distribution of these variables is known in advance. I also have an unknown function $f(x,y,\ldots)$ with ...
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2answers
37 views

How to get p-values or confidence intervals for pearson correlation coefficient when the sample is small and potentially non-Gaussian?

The p-values provided by the built-in Matlab and Pylab Pearson correlation functions are stated to be inaccurate for small sample sizes, or when the samples are not normally distributed. The python ...
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0answers
12 views

What is the best approach to measuring significance in two binomial distributions?

I have been using the Wilson score interval to determine whether the registration rate from two different website flows are significantly different. I want to see if there are suggestions for better ...
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2answers
267 views

Is “Confidence Level” just 1 minus P-Value?

If the results of a Chi-Square test give a P-Value of 0.01 then can we say that the confidence level in their being a difference is (1-0.01) = 99% confidence. Background. We are conducting website ...
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1answer
33 views

Effect sizes (eta-squared) with confidence intervals for linear models

STATA has recently implemented effect size calculations for regression models in their postestimation procedures measures of effect size in Stata 13. It takes a regression or ANOVA object as input, ...
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0answers
42 views

Bootstrap: estimate is outside of confidence interval

I did a bootstrapping with a mixed model (several variables with interaction and one random variable). I got this result (only partial): ...
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0answers
29 views

parameter and prediction confidence intervals

We have a correctly specified linear model $z = x\beta + \varepsilon$ with 100 independent observations. Given: $y = e^z$, $\sigma^2 = 4$ (assumed to be known), sample means $\bar{x} = -3$ and ...
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0answers
32 views

What are sampling errors and why are they useful? [closed]

An example of where and how they are used, and how they fit in with the notion of the confidence interval will be useful.
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2answers
62 views

How does one create a confidence interval for the ratio of the means of two non-normal bounded distributions?

Suppose $X$ and $Y$ are known to take values in the interval $[a,b]$ and $[c,d]$ respectively, but that beyond that nothing is known about their distributions. If $(X_i, Y_i)_{i = 1}^n$ is an i.i.d. ...
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1answer
33 views

How can I derive confidence intervals from the confusion matrix for a classifier?

I have am using k-fold cross validation to generate a confusion matrix for a classifier. I need to calculate 95% confidence intervals for the number of times each class is predicted when run against a ...
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0answers
20 views

How can you judge the statistical confidence and validity of output from a multi arm bandit algorithm like UCB1

To say something about the validity of outcomes in frequentist statistics we have concepts like significance levels and statistical power and in Bayesian analytics we have credible intervals. In a ...
1
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1answer
14 views

How do you develop Confidence Intervals based on non average data

I am collecting votes from an election poll. The rules for voting allows the voter to select ten out of 36 candidates for election. Any candidate whom receives at least 75% of the vote or more wins ...
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0answers
8 views

Acceptable Use of the Term “Critical Value”

The Stat Trek page for margin of error http://stattrek.com/estimation/margin-of-error.aspx says that Margin of error = Critical value x Standard deviation of the statistic. After looking at a ...
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0answers
12 views

Coverage probability from fiducial/confidence distribution

I am trying to realize how to compute confidence intervals from a fiducial distribution/confidence distribution with possibly more than one parameter. But for now I would just like to understand if I ...
4
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1answer
67 views

Solving formula for confidence intervals on two proportions

I'm interested in comparing two independent proportions from two samples. The formula for doing so is available in the Internet (e.g. here). So far, so good. But my main purpose is not to build a ...
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1answer
43 views

Confidence interval in a nonlinear model

Thanks for your suggestions.Actually i have the following model that i explains to you. Suppose i have observations structure like $$\begin{align} y_1 &=&v_1+e_1 \\ y_2 &=&v_2+e_2 \\ ...
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0answers
6 views

Website Conversion: how to calculate confidence interval for tomorrow's conversion rate

Let's say I have a website with certain number of visits per day and conversion events: ...
5
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1answer
174 views

Is using error bars for means in a within-subjects study wrong?

I seem to recall one of my professors saying that error bars are completely uninformative when comparing repeated measures taken from a single group. Is that true? Surely many studies compute the ...
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0answers
13 views

How to calculate confidence intervals for Precision & Recall (from a signal detection matrix)?

I built a detector to detect a binary outcome and then took a random sample from the population. From this, I can create a signal detection/confusion matrix (hit, miss, false alarm, correct ...
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1answer
41 views

Correlation choice when attribute values are given in intervals

I am trying to find the correlation between two continuous variables but the values of one of them are originally given in intervals ([1-5] ,[6-9],...). What is the best approach to deal with this? ...
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3answers
776 views

How to choose a confidence level?

I often use a 90% confidence level, accepting that this has a greater degree of uncertainty than 95% or 99%. But are there any guidelines on how to choose the right confidence level? Or guidelines ...
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1answer
8 views

Difference in confidence intervals of two sample sizes given a finite population

I can't seem to wrap my head around this problem. My company is commissioning a facility that recovers two types of metal from ash generated from an incinerator: ferrous (metal containing iron) and ...
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1answer
27 views

How to Map Desired Confidence Interval to a Quantile value

I want to calculate the N% confidence interval for some time-series data set. I have the standard errors for this data series and the error variance of the time-series is assumed to be Gaussian. I ...
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1answer
82 views

Why is the Confidence Interval Changing for this Time-Series

I have some R code (which I did not write) and which performs some state space analysis on some time-series. The data itself is shown as dots (scatter plot) and the Kalman filtered and smoothed state ...
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1answer
32 views

How to compute confidence interval from a confidence distribution

I am a bit confused about how to get a 95% confidence interval from a confidence distribution. My question is based on the paper "Confidence distribution, the frequentist distribution estimator of a ...
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1answer
42 views

Statistically significant difference in linear regression model predictions of the mean values

In my academic report I have a task to check whether or not mean values (for given two predictor values) predicted by the simple linear regression model are "statictically significantly different". I ...
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0answers
20 views

Interpretation of confidence interval from multivariate analysis

Could you help me interpret the predictive variables from the table below taken from an article on preterm labor? I am trying to understand whether it is accurate to call 'non-significant' the ...
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0answers
14 views

Confidence in a rank ordering (Fez)

The beautiful indie game Fez has numerous puzzles and centers around cryptic messages that are read to you in an "alien language". At one point, you can enter a village, where all the villagers speak ...
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0answers
9 views

Bonferroni family of confidence intervals for fitted values from loess method

I did loess nonparametric regression using one predictor and I wanted to build confidence band around my fitted values. I saw the some posts(links below) for this topic and found that an approximation ...
3
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1answer
60 views

Understanding confidence intervals in Firth penalized logistic regression

I recently discovered penalized likelihood ratio methods to cope with sparse and/or separated data. I'm having some problems though in understanding the results a logistic regression using Firth ...
9
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1answer
79 views

Why would one use `random' confidence or credible intervals?

I was reading a paper recently that incorporated randomness in its confidence and credible intervals, and I was wondering if this is standard (and, if so, why it is a reasonable thing to do). To set ...
2
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1answer
89 views

Bootstrap confidence intervals

I write to you for 3 questions. I want to calculate confidence intervals on different measures of association (Pearson's correlation coefficient, Cramer's V and the Eta-square). I will make the ...
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1answer
32 views

Confidence interval for a multiple of regression coefficient

I am trying to model relationship between length of stay of patients in hospital(Y) vs Age in years(X). The data set I've got doesn't specify the unit of length of stay. So now estimated value of my ...
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0answers
21 views

Shrink confidence interval using a second estimator

I have $n > 30$ samples from $X$ and $N >> n$ samples from $Y$. I suspect that $Y$ approximates $X$ because $\bar y \approx \bar x$. I want to create a 95% confidence interval for the true ...
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1answer
36 views

Does standard deviation and its confidence interval consider the stochastic variability of data?

If we compute the standard deviation of a data set composed of a single feature and then compute its confidence interval, then can we say that these computations have considered the stochastic ...
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0answers
43 views

Bootstrapping confidence intervals in R [closed]

I am a total beginner in using the bootstrap method... At first I calculated the 95% confidence interval myself using R but it is not normally distributed so this would only be a veery rough ...
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0answers
16 views

Standard error for aggregated proportions

In order to obtain confidence intervals for proportions I'm trying to calculate the standard error, but I'm having difficulty working out what N should be in a case such as mine. My data is such that ...
2
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1answer
20 views

Confidence interval for polynomial linear regression

I have a model which is not linear but rather polynomial, and I have to estimate the parameters by giving a 95% confidence interval. There are plenty of formulas for regression of the type $Y = ...
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0answers
46 views

Bootstrapped BCa confidence interval of median (R package simpleboot) does not correspond with Wilcox.test p value

I am using R to compare the medians of two groups. Each individual has received a score of between 0 and 100. Both distributions are very skewed. The median of group A (n=33) is 87.8 (IQR 75.1, 100.0) ...
3
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1answer
26 views

Confidence Intervals for a relative risk where i lack the underlying data

I have two estimated rates and their 95% confidence intervals but not the underlying data. I take the ratio of the two to get a relative risk, but how do I determine the 95% confidence intervals for ...
2
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1answer
31 views

How to calculate standard deviations/z-score given a confidence level

So, I'm a total statistics neophyte, and need to calculate the number of standard deviations/z-score based on a confidence level, in javascript. I have a table which provides some data: ...
0
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1answer
42 views

How do I calculate required Sample Size to get useful confidence interval length for Bernoulli random variables?

I am pulling meta data fields from a population of 100M documents. These meta fields include things like Author Name, Author Location, Keywords, etc. Some documents have all of these meta fields, some ...
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1answer
9 views

Combining the confidence intervals of beta and OR values

I'm doing Mendelian randomization by hand as my supervisor wants me to practice. Based off a paper I'm learning from there is an intermediate phenotype (IP|G): SD increase of iron due to a mutation = ...
2
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0answers
17 views

95 confidence interval for data with a log trendline

I have a data set which a logarithmic trendline fits and I am trying to create 95% confidence interval lines for the trendline. Any suggestions? y = 0.1818 * ln(x) + 0.5268 X 1 1 1 1 1 1 1 1 3 6 7 ...
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0answers
7 views

Computing a confidence interval, understanding the estimated standard error

I'm currently learning about estimators and confidence intervals. I thought I understood the theory so far but when I run a simulation it doesn't work. Here is my understanding: Suppose I observe $n$ ...
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0answers
15 views

Confidence intervals for multinomial mixed models

I am using the ordinal package in R to create a multinomial mixed model using the clmm2 function. However, I cannot find a way to get confidence intervals for the coefficients; confint() does not work ...
2
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1answer
45 views

Paired samples or independent sample hypothesis test for two time periods

I want to know if employees in an organization are surveyed in 2013 and again in 2014 if the samples from the two time periods are considered related and dependent or independent if they are asked the ...