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

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5 views

Why does my train data not fall in confidence interval with scikit-learn Gaussian Process?

I have a dataset with 1-dimensional input and output and I am applying Gaussian Process regression to it using scikit-learn: ...
3
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1answer
32 views

Is my work correct (easy problem, confidence intervals)

The r.v. $X$ represents the time taken by a computer in company $1$ in order to perform a certain job, and $Y$ represents the same thing but for company $2$. A sample of $n_X = 12$ computers are taken ...
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0answers
18 views

CI for grouped data

I have a continuous variable, that for measuring limitations comes in bins, i.e. instead of an exact value, I get "up to 20", "20-30", "30-40", "40-50", "more than 50". In every elementary class you ...
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1answer
29 views

confidence interval and pivotal functions

I am struggling with this question; I am given some function: $f(x;θ) = \dfrac{2(θ−x)}{θ^2}$, if $0< x<θ$, $0$ otherwise The upper limit of a $(1 − α) × 100%$ lower confidence interval for ...
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1answer
22 views

Sample size for CI precision

I am interested in calculating the required sample size to achieve some precision using a CI for the mean. Let's say that I wish to build a 95% CI for the mean, so that the difference between the ...
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0answers
27 views

How to interpretate difference between bootstrapped and not bootstrapped logistic regression

I'm using nonparametric bootstrap to estimate confidence intervals (CI) for a multivariable logistic regression. It happens sometimes that a parameter is significant (CI not crossing zero) in the ...
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0answers
17 views

Confidence interval for differenciation

I'm a chemist so my question will be experience-oriented. Lets' say I have 5 molecules (A, B, C, D, E) to differentiate with a "differential system". The differential system is simply 4 substystems ...
3
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0answers
19 views

Estimating proportion of region cropped by proportions in random samples

I have a series of quadrats placed randomly across aerial photography of a region. In each quadrat I have estimated the proportion of the quadrat under cropping and my goal is to estimate the ...
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0answers
13 views

Inaccuracy of Non-Parametric Bootstrap for great sample sizes in Excel-VBA

My aim is to evaluate the performance of parametric and non-parametric Bootstrap under specific circumstances; and particularly their ability to capture the population mean within their produced ...
2
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1answer
45 views

How do I report a 95% CI in a one sample t test?

How do I report a negative 95% CI in a one sample t test? What does this mean?
2
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1answer
35 views

Does sampling from a larger sample change how much variance around an estimate to expect?

Suppose you have one billion marbles. Each marble is either red or white. Call the proportion that are red, p. You randomly sample 100 marbles. Based on this sample you estimate $\hat{p}$. You can ...
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1answer
23 views

Confused about hypothesis testing, tails, and confidence intervals

$Y_1, \ldots, Y_{10}$ are $N(\mu, \sigma)$ random variables. We observe $\overline{Y} = 20$ and a standard deviation of $1.265$. We are asked for a $95$% confidence interval. Use the t-table, we find ...
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1answer
14 views

Confidence intervals for Tobit model in package AER in R

I use a Tobit model to predict censored data. I use the AER package in R. A toy example looks as follows: ...
10
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2answers
395 views

Is rejecting the hypothesis using p-value equivalent to hypothesis not belonging to the confidence interval?

While formally deriving the confidence interval of an estimate, I ended up with a formula that resembles very closely the way $p$-value is computed. Thus the question: are they formally equivalent? ...
0
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1answer
14 views

Can adding uniform sampling weights change p-values?

I am doing an analysis of Average Marginal Component Effects (AMCEs) of a conjoint experiment in R. The package I use, cjoint 2.0 (see amce function), allows to add sampling weights (I want to compare ...
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0answers
14 views

Statistical validity of association rules with low support

We have data sample with 10,000 observations. We are using association analysis to find segments with low support (< 4%) and high(er) confidence. Our rules are always in such way that on the right ...
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0answers
8 views

Simultaneous and Pointwise Confidence Bands for GAMs

I am performing a penalized B-spline regression on a simple time series of count data in R using the mgcv package. When I calculate a pointwise confidence band from the standard error of the fit based ...
2
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0answers
28 views

convergence rate of Pearson correlation matrix

I posted recently a related question about the convergence rate of a Pearson correlation coefficient, here. Now, I am interested in the matrix version. Let $X_1,\ldots,X_N \sim \mathcal{N}(0,1)$ be ...
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1answer
31 views

How to introduce the error bars in text?

I want explictly to state in my written text that the error bars in the current plot and all of the following ones represent the 95% percent of the calculated mean. However, the metric changes in the ...
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0answers
8 views

Recalculating mean, median, std dev and confidence interval after updating sample

I am working on an application which gets rolling samples of World of Warcraft auctions every two hours. The auctions contain, among other data: item ID (will be used to group auctions before ...
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0answers
25 views

Comparing two Poisson counts

I am running some simulations and need a hand with the stats. Suppose I have $N$ systems. I simulate all of these systems and an event occurs in $x$ of the $N$ systems. I then make a small change to ...
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0answers
10 views

Confidence interval for Jensen–Shannon divergence

I am just getting to grips with the concept of calculating (quasi) distances between probability distributions, and have recently encountered the Jensen–Shannon divergence, now I'm wondering ...
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0answers
11 views

Confidence intervals: how do we have to interpret them? [duplicate]

I have a very basic question regarding confidence intervals. I am confused between two interpretations of confidence intervals. Interpretation 1: If repeated samples were taken and the 95% ...
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0answers
9 views

Calibration curve confidence intervals interpretation. Is to reduce a high Bias Corrected possible in Bootstrapping?

I have been working on a mixed generalized model, glmer, and now I am trying to validate it by a calibrate curve, and also would like generate its CIs. For this, I thought in Bootstraping and found ...
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0answers
11 views

Getting percentage range of variance accounted for by DV in confidence interval

I have a confidence interval that has a range of values. How can I turn those values into a percentage range that represents the possible variance accounted for by the DV? ...
2
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2answers
51 views

How to determine experiment sample size for a target CI width?

I'm working on an experiment to measure property $X$ of some pieces of equipment. Assuming there is an excess of equipment available for testing, and barring any funding restrictions, what is the best ...
3
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2answers
89 views

Why is there a need for a 'sampling distribution' to find confidence intervals?

I understand the key principles behind confidence intervals, but there's something I want a bit of clarification on. Let's say I have a basket of apples that I picked at the orchard. The weight is ...
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0answers
41 views

Z-test and confidence intervals for mutual information

Given two discrete random variables $X,Y$, I would like to obtain confidence intervals for the Mutual Information $I(X;Y)$ and a p-value for the null-hypothesis that $X,Y$ are independent. I would ...
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1answer
24 views

Confidence interval for expected prediction error from cross-validation

I am using a support vector machine for binary classification on a sample of size 150 (75 of each class). I am using 5-fold stratified cross-validation to estimate the expected prediction error, i.e. ...
1
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1answer
28 views

Bootstrapped coefficients for ordinal logistic regression with R

I am trying to get the bootstrapped confidence intervals of the coefficients for an ordinal logistic regression. Here below, my R code on fake data (reproducible example here below). This one does ...
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0answers
8 views

Kaplan-Meier confidence interval for undefined standard error

I am studying a variable using Kaplan-Meier estimates. In this specific case no event was observed, so my estimate is 100% survival. SAS gives me the information that standard error is 0 and CI is ...
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2answers
56 views

Simultaneous tests for general linear hypothesis question

I have run a probit regression and am now trying to run post-hoc tests. I am trying to compare differences between a 3 level factor variable. I am confused about the difference between running a ...
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0answers
5 views

RJAGS Prediction Envelope for Distributions

I am using RJAGS to estimate the parameters of my model from data. My model contains diverse range of parameters for known distributions. I get the credibility intervals for my distribution parameters ...
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0answers
18 views

How can i calculate Confidence interval of the mean for over dispersed count data?

I have count data that is highly over-dispersed ( Variance is greater than 10 times mean) . I would like to calculate 95% and 98% confidence intervals for the mean. How can i calculate the standard ...
1
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1answer
26 views

How t multiplier is calculated from df and 95% confidence interval?

The appropriate t-multiplier for a 95% confidence interval for the mean $\mu$ is t(0.025,14) = 2.15. How to get this value 2.15? Is there any formula ?
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0answers
29 views

Prediction Interval & Machine Learning

For linear regression, one can calculate a confidence interval for a prediction. Is this possible for all machine learning techniques? For example let's say I fit a neural network, and then start ...
1
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1answer
54 views

Confidence intervals derived from 'inverted hypothesis test'

Can someone explain what is meant by a confidence interval derived from an inverted hypothesis test? The Clopper-Pearson interval for a proportion seems to be an example.
3
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1answer
72 views

Can confidence intervals be added together?

I have 95% confidence intervals for a figure that represents the higher-than expected number of failures for a particular machine where the expected number comes from using data for months 0 - 13 to ...
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0answers
14 views

Confindence of test estimation for gaussian mixture model

A simple Gaussian Mixture approach: I have a learning data $ { (x_1,y_1),(x_2,y_2),...,(x_n,y_n) } $. For learning it, I use a Mixture of Gaussian model and after learning it, I estimate new data ...
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0answers
26 views

Meta-analysis using p-values

I have a study-level (quasi-experimental) estimator of treatment effect $\hat{\delta}_i$, where $i$ indexes the study. Due to the way the estimator is constructed, I do not have access to a measure of ...
3
votes
1answer
28 views

Why does changing the null hypothesis change the confidence interval?

Using my stat calculator, I don't see why if I do two different tests with everything the same but the null hypothesis, the confidence interval is different. For example: Has a different CI from ...
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0answers
22 views

How do I calculate needed sample size

I am measuring visitors to a website in an A/B test (i.e. showing two different versions randomly to visitors and comparing what % converts). I am trying to calculate an estimate for what sample size ...
2
votes
2answers
57 views

How to interpret 95% confidence interval for Area Under Curve of ROC?

(I am following this paper, from page 47 on ...
1
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0answers
35 views

95% confidence interval for an estimate average

I have a single dataset - from that dataset I have used four methods ($i=1, 2, 3, 4$) to estimate a parameter ($u_i$) and to generate a 95% confidence interval. In other words, I know $V[u_i]$ but not ...
2
votes
1answer
32 views

Margin of Error of Sample Variance

For $N$ samples of normally distributed data $X_i \sim \mathcal{N}(\mu,\sigma^2)$, the $1-\alpha$ confidence interval for the sample mean $\bar{X}$ is $$ \left[\bar{X} - ...
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20 views

How many test cases do I need to be (95%) confident in control group testing when the desired outcome is an increase in revenue?

I am implementing a new pricing structure and am going to be conducting control group testing but am unsure how many test cases I need to be statistically confident in the results. The desired ...
0
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0answers
19 views

How to calculate interval confidence for partial observations?

When doing research, I am running into a problem of evaluating the confidence interval from partial observations. It is equivalent to a simplified problem I describe below: We want to know the ...
0
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0answers
15 views

Do I need to replicate in order to find confidence intervals?

I am studying ROC curves. Assuming a parametric ROC method in which the populations follow a normal distribution, the area under the curve has a closed form. This area in my case is $0.850$. Now, I ...
0
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0answers
10 views

Best-fit values for multiple data sets with single model

This is probably so simple the answer should be obvious, but I thought it best to check with better informed people than myself; I have a simple physics model that fits to some four data sets. From ...