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

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9 views

How to calculate the confidence interval for a combination of a proportion and continuous data

I want to calculate the 95% confidence interval for a combination of binary data and continuous data. Lets say I want to estimate the production of a certain item from all factories of a given ...
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2answers
32 views

Does the actual coverage of a 95% CI on $R^2$ get closer to nominal coverage with larger sample size?

If the answer is "it depends", what does it depend on? Does convergence depend on the ratio of predictor variables to sample size, or the size of $R^2$, or something else? I am mainly interested in ...
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16 views

Quantifying applicability domain for predictive models?

I have a big dataset and I want to build a classification model (svm, rf, ann etc.). Then I split the original dataset into training set and test set. I build the model using training set. After it ...
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14 views

Confidence Interval for Inverse Gamma Distribution

I would like to understand if there exists any method to find confidence interval for the parameters of inverse gamma distribution. Thanks in advance!
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0answers
17 views

SAS profile-likelihood confidence intervals and p-values - why is there a discrepancy?

Using Firth's penalized likelihood method in logistic regression, why can you get a p-value of <.05 when the confidence interval for the estimate includes 1? code: ...
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13 views

Evaluating productivity metrics in an A/B test system

I'm beginning work on an A/B testing system for UX changes to a tool my team builds. Our users are doing simple, repeatable tasks assigned by another team's system. My team handles the UI/UX part. ...
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21 views

Detecting heterogeneity in groups

This is a mockup of a dataset I am currently working on: ...
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9 views

Is there an equivalent to Lower bound of Wilson score confidence interval for variables with more outcome

After reading "How Not to Sort by Average Rating" (http://www.evanmiller.org/how-not-to-sort-by-average-rating.html), I was curious to know if there was the same thing for variables with more than two ...
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2answers
48 views

Finding a statistically different proportion

I have the following problem: given a proportion $p_1=\frac{X_1}{n}$, where $X_1$ is the number of succesful outcomes in $n$ tries ($X_1$ and $n$ are both > 100), I have to find the smallest ...
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33 views

Binomial proportion confidence interval

I have a sample and I've classified each member into 3 groups A,B,C. To get uncertainties on the percentages of these groups, I've been told I should use the wilson score interval. As someone who is ...
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32 views

Confidence intervals

I know that 84% confidence intervals and whether or not they overlap can be used as a rough guide for statistical significance (p < 0.05). But my question is does this also relate to wald ...
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16 views

Confidence interval on entropy estimation

Over a sample (of about a hundred observations), I have estimated the "empirical" entropy of a sequence of identically independently distributed random variables which have 5 possible outcomes. I ...
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0answers
7 views

How to measure whether the YES/NO (Bernoulli trials) answers have converged about their estimated mean for a specified error bound?

I have a questionnaire with questions that require a Yes or a No answer (1 or 0 input) from participants. From the set of answers I want to use the mean, $\mu$, estimated from the data for the ...
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0answers
16 views

Intuition For Overlapping Confidence Intervals and Statistical Significance [duplicate]

Two questions: I have a really hard time with the intuition for why the second part of this statement is true: If two statistics have non-overlapping confidence intervals, they are ...
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2answers
195 views

Can a narrow confidence interval around a non-significant effect provide evidence for the null?

It is obviously fallacious to assume that failure to reject the null implies that the null is true. But in a case where the null is not rejected and the corresponding confidence interval (CI) is ...
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1answer
24 views

Why t distribution in confidence level for the mean?

This is a basic question, but when I was asked about it I only could give a weak answer. That's why I am asking it here. If we want to calculate the confidence level for the mean there is the ...
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0answers
19 views

Confidence and prediction intervals

The difference between confidence and prediction intervals has been explained in plain English on Cross Validated: Difference between confidence intervals and prediction intervals However, when ...
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0answers
17 views

Linear regression slope confidence interval - how to choose a cutoff with few points?

I am performing a large number of linear regressions (around 2000) through the origin. Each regression is on a different number of points (between 2 and 1000), and I am using robust regression (with ...
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16 views

the non-rejection region in level of significance approach eqaul to the area determined by upper and lower bounds in confidence interval approach

For $H_0: \hat \beta=\beta^*$ I want to prove that the non-rejection region in level of significance approach Will be eqaul to the area determined by upper and lower bounds in confidence interval ...
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20 views

Please provide an example of when bootstrap has less bias than classically approximated estimates?

The recent question "Why does my bootstrap interval have terrible coverage?" has got me wondering if anybody has some really good examples of distributions in which bootstrapping standard errors ...
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1answer
18 views

Confidence Interval Coverage-error and Type I error

Could somebody explain to me the relationship between coverage error and type one errors in multiple comparisons testing, if there is one in fact? Does a coverage error occur when the true value of ...
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0answers
12 views

Confidence interval for fit to poisson count data, for beginner

I have the following graph, which I then normalise and attempt to fit to. The data is a histogram of counts at a given time. The fit then looks like: The issue is that the parameters ...
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21 views

Error bar for Poisson count data

I have a set of data, counts versus time. The whole data looks like this Here is a sample ...
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1answer
21 views

Can I pull a confidence interval out of a single sample by dividing it into sub-samples?

Let's say I have taken a sample $S$ of a population. I am trying to figure out the population mean. Because I have only made one sample, the best I can do is assume that $\bar S$ is the mean of the ...
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1answer
105 views

Why is the Tukey confidence interval wider than the T-test confidence interval?

I have two confidence intervals for a comparison of two means. The first is a t-test CI and the other is a Tukey CI. The Tukey CI $(2.36, 26.5)$ is wider than the t-test CI $(6.46, 21.33)$. What is ...
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1answer
91 views

How to calculate 95% confidence interval for non-linear equation?

I have an equation to predict the weight of manatees from their age, in days (dias, in portuguese): R <- function(a, b, c, dias) c + a*(1 - exp(-b*dias)) I ...
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11 views

Identifying Type 1 errors using confidence intervals

I'm working with an SPSS data set, a Monte Carlo study with 5000 trials. There are 5 means and therefore 10 comparisons for each trial. I'm provided with the t-test significance of each comparison ...
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15 views

Empty asymptotic confidence interval?

I have a sample $x=(4, 3, 1, 2, 2, 2, 2, 5, 7, 3, 1, 2, 3, 4, 3, 2, 3, 3, 3, 4)$ of size $n=20$. from a binomial distribution with 10 trials and probability of success $p$. I am asked to construct the ...
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21 views

Pitfalls of posterior simulation when analysis didn't begin as Bayesian

I've got a situation where I'd like to evaluate a function of a fitted model, and account for the uncertainty in the fitted model. For example, say I want to calculate the minimum of the function ...
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1answer
54 views

Is my understanding of this “confidence interval” solution correct?

I was faced with a problem of automatically detecting regions of continuity in a vector. I have a lot of these vectors, hundreds. One example of such vector is here. Basically looking at the vector, ...
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105 views

Sample size for a non-normal distribution

I'm quite new in this field. I hope my question makes sense. I have a database that stores information for around 10.000.000 projects. Each project has several features (let's call them X) like number ...
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16 views

Adding two Confidence Intervals

I have several uncorrelated distributions. There are ten data points in each distribution. With the help of t-distribution table, I calculated 95% CI for every distribution. I am trying to plot the ...
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1answer
25 views

t-statistic confidence intervals vs wilson score confidence intervals

I don't have too formal of a grounding in statistics, so sorry if this doesn't make much sense. But: What are the differences between using a t-distribution to generate confidence intervals for small ...
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1answer
38 views

Problem understanding 'Percentage' when working out Confidence Interval

I have attempted to use on line tools to work out a population sample size for an experiment I will be running. However I do not really understand the "Percentage" part I have attempted to use this ...
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31 views

Confidence intervals for 6-point Likert scale

I was asked to compare certain ratings between two different groups. The distribution of ratings looks something like this: ...
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42 views

Distribution of an estimated parameter

I'm studying by myself, and the text says « If $\epsilon_\alpha$ is the upper $\alpha$-quantile of the distribution of $\frac{\hat{\theta}-\theta}{\hat{\sigma}}$, then ...
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1answer
182 views

What can be inferred from a 95% confidence interval on a correlation coefficient?

If the only information you have for a pearson's correlation is the 95% confidence interval, what can you infer from that data? For example, if you had a correlation coefficient of (0.24;0.78) what ...
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1answer
44 views

Find minimum number of batteries to last a week with 95% probability given mean and sd of lifetime

A TA needs a very important program on his computer but his power cable is missing. Luckily, he happens to have 100 batteries lying around and a contraption that can store batteries to use one at a ...
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1answer
47 views

Generalised linear model fitted values

I have ran this model in R: glm(alert ~ water.height + ssp*ssp.zone + log(count) + ssp*days, family=quasibinomial, data=ScanSampling_sub_alert) ...
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27 views

Confused about how to work through this t-test problem

So, I'm working on this homework problem and am really unsure how to go about it. I'm working with an online software, which gives me the answers to the questions, but I have no idea how to get to ...
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1answer
50 views

Coverage probability

I know the definition, but what does it imply if one estimator has greater coverage probability than another estimator? Does it imply that it has converges to the parameter of interest faster?
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23 views

Margin of error for non-dichotomous data

I am trying to calculate the margin of error for specific survey questions. I know how to calculate this if the data are dichotomous (i.e., a 75-25 or 60-40 split). But how do you deal with questions ...
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66 views

Questions about confidence intervals

I'm working on some homework and cannot figure out this question so I thought I'd come here for some help. Part 1: A recent study of food portion sizes reported that over a 17-year period, the ...
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64 views

Determining the confidence interval of Monte Carlo data

I want to determine the confidence interval for my set of data. I have obtained the data by sampling from several Normal Distributions and running a Monte Carlo Simulation. I was wondering how I could ...
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1answer
45 views

CIs for proportions in Stata: ci vs. proportion command

I'm performing some basic analysis on a large data set (n-size after restrictions about 4,000) to supplement some qualitative historical research. The goal is to produce a variety of confidence ...
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35 views

Confidence interval when data is in range

I am trying to calculate the confidence interval when data is given in range. Example: Rather than telling their exact age in years, 9 sample students from a class tell their age as: (23 ...
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29 views

Bootstrap approach for testing differences in interquartile range suitable?

I am investigating differences in two groups of forecast errors (absolute values / unsigned) that both have a strongly right-skewed distributions. Both groups of errors have the same number of ...
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0answers
42 views

Confidence interval of two variances

I have two normally distributed samples $[x_1, x_2, \ldots, x_n]$ with sample variance $s^2_1$ and another sample $[y_1, y_2,\ldots, y_n]$ with sample variance $s^2_2$. I know how to calculate the ...
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1answer
48 views

Why are intervals for means narrower than intervals for individual observations?

I am looking at problem 5.01 relating to Galton's data on adult heights of fathers and sons, from Chapter 5 of Statistical Modelling: A Fresh Approach link to this book: ...
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2answers
52 views

Proportion of Intervals from t-interval method

Here is an excerpt of a book question: The t-interval method assumes that the underlying distribution is approximately normal. If we were to generate 800 samples of sample size 15 from this ...