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

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2
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1answer
34 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 ...
0
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0answers
8 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 ...
0
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2answers
22 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
17 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
15 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 ...
47
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3answers
2k 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
35 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
44 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 ...
0
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0answers
14 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
21 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
432 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 ...
5
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2answers
79 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
6 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
17 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.
0
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0answers
18 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 - ...
1
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0answers
11 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 ...
11
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3answers
328 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 N-P debate. This has left me feeling a bit overwhelmed. I apologise for ...
0
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0answers
24 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
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1answer
31 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
20 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 ...
0
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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 ...
0
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1answer
42 views

Boxplots vs. Confidence Intervals

I designed a heuristic that solves a problem concerning network graphs. It was tested on thousands of different instances that have various different characteristics: Topology, template, number and ...
0
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0answers
7 views

Continuity correction for one-sided confidence interval

It seems that no textbook or reference ever discusses how to apply continuity correction to one-sided confidence intervals. Do we also add or subtract 1/(2n)? Thank you.
2
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1answer
26 views

n-Tailed Confidence-Intervals

I was told that the reason that we would look for a 97.5% confidence-interval instead of a 95% confidence-interval is because the former represents a "2-tailed" confidence interval, and one-tail ...
1
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1answer
16 views

Meaning of confidence interval refered to standard deviation

I was reading a proteomic paper few days ago and I got confused on one aspect. In the paper is written: "The global mean and S.D. of protein ratios (47-1/D3) were calculated for each replicate. The ...
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0answers
7 views

Confidence intervals from a confidence distribution

Following this question I asked one month ago (How to compute confidence interval from a confidence distribution) I worked on confidence distribution and on confidence intervals. I have a doubt about ...
2
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0answers
23 views

Sampling size determination for small probabilities

I am not sure I could find a clear answer on a correct formula for sampling size determination for finding rare events. Specifically I need to be 99% sure, that failure rate of certain population is ...
0
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0answers
16 views

Significance testing for comparing precision, recall and f-measure with no true negatives?

I would be interested in finding out confidence intervals for precision, recall, and f-measures when evaluating a NLP (natural language processing) tagger, and in comparing two or more taggers and ...
0
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1answer
18 views

How to use a reference table to determin if a sample mean is consistent with population

I have a sample of people (n=36) with a mean cholesterol level of 4.1. The reference table states that the normally distributed population has values between 3.2 and 6.2 (95% confidence interval). ...
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1answer
48 views

General mathematics for confidence interval in multiple linear regression

I have 30 observations and 4 (edited: numerical) variables (x1, x2, x3, x4). Also I have a linear model to predict y value. I want to calculate confidence interval for predicted (edited: and ...
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1answer
36 views

Computing sample sizes from confidence intervals around Cohen's d

Is there a way how to compute sample size from Cohen's d and 95% confidence intervals (it's useful for instance for getting sample sizes from forest plots)? From How do you calculate confidence ...
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0answers
19 views

R GAM: How to extract smooth effect of a binary factor

I have a simulated data frame of Poisson counts for two conditions (call them control and treatment. My goal is to get an ...
0
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0answers
21 views

Confidence intervals for median from Wilcoxon signed rank statistic

We are given the sample $X_1, ..., X_n$ from a common distribution with median $\mu$. Using Wilcoxon's signed rank statistic, how can I construct a confidence interval in terms of the order statistics ...
1
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1answer
18 views

Evaluating a claim based on confidence intervals

I'm doing stats for the first time in 2 years, and I just want to make sure I'm approaching this problem correctly. With x and y meaning mean of sample 1 and sample 2 So I know that a confidence ...
1
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1answer
46 views

Plotting a polynomial regression with its confidence interval of 95% in R

I have been trying for a while plotting a polynomial regression using R. I have read several libraries, as ggplot2, qplot, etc, with no succeed. The next are my data: I normally use the R GUI called ...
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0answers
4 views

what is the relation between significance level and forecasting values

From the past data we estimated the future values in R with default level of significance but my doubt is if we increase or decrease the significance value then how much change will be there in ...
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2answers
30 views

credible interval equivalent of confint() for bayesglm() in Gelman et al's 'arm' package?

How do I extract a credible interval ala confint on a glm object when working with the object returned by bayesglm() in arm?
0
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2answers
48 views

Bootstrap confidence intervals interpretation; too large when testing sample mean

I implemented basic, Studentized and percentile bootstrap methods (in Matlab), to do hypothesis testing that a sample mean is significantly different than zero. (I realize from the limited research ...
0
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1answer
96 views
+50

Confidence interval for observational study

I recorded hand hygiene type for 500 nurses following 500 episodes of care. I now have a probability for each type of hygiene method: Alcohol gel, Soap, Gloves, None. But how do I calculate a ...
3
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0answers
63 views

Difference between pointwise and uniform confidence sets

According to Wasserman's All of Nonparametric Statistics p.6, let $\mathfrak{F}$ be a set of distribution functions $F$ and $\theta$ some quantity of interest. A uniform asymptotic confidence set ...
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1answer
43 views

Confidence interval for sum of means

I have a question about how to calculate the confidence interval for the sum of means from different samples. For example, I take three random samples of students from a school and give the first ...
1
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0answers
74 views

confidence intervall for the product of random variables

Suppose $X_i\sim N(\mu,\sigma^2)$ and $W_i\sim \text{Uniform}(-d,d)$ are independent random variables for $1 \le i \le p$ and $p$ is large. Given $0\lt\alpha\lt 1$ and a number $c \gt 0$, I need to ...
0
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0answers
14 views

Calculating unreported confidence intervals of ratios of paired means without raw data

I am brand new to this site and need some help in analysing some data in a systematic review I'm working on. I want to calculate the 95% confidence interval for the ratio of two means estimated from ...
2
votes
0answers
37 views

Confidence/credible intervals for parameter estimates from structured support vector machine

I am estimating parameters for a conditional random field using a structured support vector machine. The data consists of a flat graph of $i%$ city blocks, where $y_i$ is the assignment of the the ...
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0answers
30 views

Minimizing 95% Confidence interval extent for bootstrapped confidence intervals

I'm new to CrossValidated so please excuse any shortcomings in my question. Suppose I have a sample of 500, for a population of 500,000. I asked my sample of 500 what day of the week they go grocery ...
3
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0answers
21 views

Confidence interval from two methods

I have some data in the form of (x,y) tuples, 50 tuples. I am trying to fit a quadratic so y = ax^2+bx+c My goal is to find the max of the quadratic, so max = ...
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2answers
78 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 ...
0
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0answers
44 views

Confidence Interval using Non-pivotal quantity [closed]

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
33 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 ...
5
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2answers
53 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 ...