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

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22 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 ...
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1answer
18 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 ...
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0answers
19 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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0answers
13 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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0answers
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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0answers
16 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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0answers
32 views

Compute confidence interval of Y/X, where Y and X are from different survey dataset?

Is it possible (and if so, how) to compute the confidence intervals of $\frac Y X$, where: $Y$ is the occurrence of events during a given period of time, and $X$ is the exposure of events during ...
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2answers
45 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 ...
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1answer
32 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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0answers
53 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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0answers
13 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" ...
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0answers
12 views
1
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1answer
23 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 ...
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0answers
28 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
11 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 ...
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2answers
52 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. ...
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1answer
15 views

confidence interval for a answer [closed]

In a survey of 48 citizens, 36 registered strong disapproval with their government's economic leadership. In the previous month, the proportion of participants registering strong disapproval was 65%. 
...
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1answer
32 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 ...
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0answers
26 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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0answers
22 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
20 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 ...
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1answer
23 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 ...
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0answers
16 views

Confidence intervals on 'cross plots'

I have a large set of data comprising triples of points (t, y1, y2). At each t, I have a distribution of y1 and y2 points, each of which is approximately normal. I would like to create a plot of y1 ...
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1answer
31 views

Confidence interval for the standard deviation on a bimodal distribution

I have a bimodal distribution, and I wish to estimate the mean and standard deviation of the population (well, these could be 2 sub-populations according to the shape). With the mean I have no ...
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1answer
40 views

Compute mode of a quadratic regression with confidence intervals

I have a quadratic regression y against x and I'm interested in the value x where y is the maximum (ymax->x). I can compute x(ymax) but I'm also interested in the standard error or confidence ...
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3answers
71 views

Confidence interval for poisson distributed data

I'd like to calculate the confidence interval for a variable with a lower bound and I can't seem to figure out how to do so. I've seen several similar posts, but none answered my question, at least ...
2
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1answer
37 views

Probability statement with a confidence interval

Suppose you construct a 95% confidence interval on a mean. Can you state that there is a 97.5% probability that the true population mean lies below the CI upper bound and that there is a 97.5% ...
2
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1answer
19 views

Confidence interval for N, based on binomial

I've searched the web and these forums but couldn't find a subject that resembled my problem. If I missed something then I'd like to apologize upfront. My problem is this. I have a given probability ...
3
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0answers
43 views

SPSS: Pearson's r not significant but confidence intervals do not include 0

I have calculated the value of Pearson's r between two variables in SPSS, two tailed. Sample size is 81. The r value is -.02. The p value is .06. When I compute the 95% confidence intervals using ...
3
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1answer
28 views

Combining two Odds ratios with the same control group

I am doing a meta-analysis of observational studies. As the disease I am working on has different stages, some of the studies reported ORs (95%CI) for each stage separately in comparison to a single ...
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1answer
26 views

Confidence Interval and Signifcance test Question

I have done the first part of the question already I just need help on the second part. You read in a U.S Census Bureau that a 99% confidence interval for the mean income in 2005 of American ...
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0answers
8 views

Confidence size and coverage probability in a confidence set?

Let $\theta \in \Theta \subseteq \mathbb{R^d}$ be the parameter of interest and let $\theta_0$ be the true population parameter value. Let $n$ be the sample size. Let $CS_n$ be the confidence set ...
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41 views

Quantifying Potential for Violence/Espionage

I am planning a seven-question Likert-type survey with a "1 to 10" scale. The questions I am asking in the survey are to assess an individual's risk factors (how much risk they present to an ...
3
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1answer
40 views

How to correctly understand confidence intervals and confidence level [duplicate]

I recently read an online discussion about confidence levels and confidence intervals. To be honest, I'm confused. What's the bottom line there? For a specific statement, say, Foobar is 3.45 ...
2
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1answer
75 views

100% confidence interval for mean

Is it possible to apply the law of the iterated logarithm (e.g. http://en.m.wikipedia.org/wiki/Law_of_the_iterated_logarithm) to derive non-trivial (i.e. bounded) 100% confidence intervals for ...
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1answer
27 views

How can I determine if two features, given a set of data, are the same feature or not?

Thanks in advance for the help. Suppose I have a set of data of the form [feature, rating]. For the sake of argument lets assume feature can be movie A or movie B and rating is a ranked, continuous ...
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0answers
19 views

Multivariate hypergeometric confidence intervals

Suppose you have an urn filled with money. You know there are $N$ total bills, and that each is either a \$1, \$10, or \$100. You draw $n$ bills without replacement from the urn, and wish to ...
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0answers
19 views

How do I add a “confidence rating” to something? [duplicate]

I have a bunch of survey responses from people all over the country. Each survey has one question: "How much do you like X?" (X isn't important here), where answers range from 0 (not at all) to 100 (a ...
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1answer
37 views

Confidence interval definitions

Wikipedia provides the following definition for a confidence interval for a parameter $\theta$: A confidence interval for the parameter θ, with confidence level or confidence coefficient γ, is ...
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2answers
164 views

Faith in an extrapolated result

I would like to be able to predict when I will exhaust a particular resource. My situation is analogous* to a water tank. Each day zero or more rain will fall, filling up the tank. I can not tell ...
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1answer
21 views

Confidence Interval Application to a time series

So I'm not sure if I 100% grasp confidence intervals. Say I have a huge data set of a bond prices from 1996 to present in MINUTES. Suppose I separate each data by day. If I were to use a Dickey Fuller ...
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2answers
23 views

Pivotal to estimate lambda of a exponential

I am studying interval estimation by the method of pivotal quantities. Let $X_1,X_2,...,X_n$ be a random sample from a p.d.f $f(x;\lambda)=\lambda e^{-\lambda x}, x>0,\lambda >0$. I have to ...
3
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1answer
77 views

Averaging binomial confidence intervals

I have a general statistical question. Three schools A, B, and C have 0.23, 0.56, and 0.8 fraction of female teachers. The upper and lower confidence intervals (CI) for the three schools can be ...
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1answer
54 views

Data transformation and confidence intervals for mean difference

I have a between-group independent variable with two level (A and B) and a dependent variable Y that I transformed in order to normalize the distribution of the residual. I used a Box Cox ...
3
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1answer
39 views

Would two different pivotal quantities of the same parameter give the same confidence interval?

I couldn't think of an example but it would be great if someone could give one.
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0answers
49 views

Confidence interval for the standard deviation of a Normal distribution with known mean

Suppose $\textbf{Y} = (Y_{1}, ... , Y_{n})$ is a random sample from the $N(\mu, \sigma_{0}^{2})$ distribution where $\mathrm{E}(Y_{i}) = \mu$ is unknown but $\mathrm{SD}(Y_{i}) = \sigma_{0}$ is known. ...
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0answers
11 views

How to get/calculate confidence intervals for slopes of the continuous*categorical interactions?

Not sure if this should be in Stack Exchange or here, but here goes. I have a linear mixed model in SPSS, and I want the confidence intervals for slopes of the continuous*categorical interactions. ...
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1answer
51 views

Confidence intervals for predictors in multivariate logistic regression

I've got a question. I am dealing with medical data which contain 5 predictors and 1 binary outcome. When I try to classify the data using all 5 predictors I get 0.84 area under roc-curve which is ...