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

sample mean and hypothesis testing

I'm reading this pdf on statistics. I wanted to ask the difference between sections 3.5 and 4.2. In section 3.5 it is described how to compute, from a sample, an estimate of the mean with a ...
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0answers
27 views

Confidence Intervals for Non-normal data?

I have a dataset where the response is the number of successes and I have two factor variables A, B (A has 6 levels and B has 4 levels) and a quantitative variable H (H is hours so it is ...
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1answer
16 views
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1answer
13 views

Confidence that Optimum Lies Within a Given Region

I have an ordinary least squares regression equation. Through calculus or simulation, I can find the combination of explanatory values that maximize the estimated mean response; I can also establish a ...
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4 views

confidence interval and mean difference based on data

I've inserted the textbook question below. A) shape = negative mildly linear pattern, center = -.0015, spread =.0104??? B) -.0015+/- 1.96*$ \sqrt\frac{p hat*[1-p hat]}{8}$ I don't think my p hat is ...
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0answers
20 views

Confidence intervals for a curve with bootstrapping

I am estimating y= az + f(x) in a semi-parametric way. I want to compute the standard error for the estimated coefficient for a ...
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0answers
12 views

Construct confidence interval for price per area, from weighted average price for quantity, and weighted average quantity per area

I have function for obtaining the weighted mean for price per quantity, where $p$ is price, and $w$ is the weight, for some product $i$. $$\bar p_a = \sum p_{i} w_{i}$$ and a quantity per area, ...
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0answers
47 views

How to calculate confidence intervals in R and then plot them? [on hold]

I want to be able to print confidence bands around the dots of the plot for the following data ...
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1answer
59 views

What is the reason for this discrepancy between confidence level and probability?

I ran the following R code: library(Hmisc) binconf(x=1, n=70) # PointEst Lower Upper # 0.01428571 0.0007327613 0.07658187 Which is the ...
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1answer
44 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 ...
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0answers
10 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 ...
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2answers
23 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 ...
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1answer
20 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
16 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 ...
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3answers
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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
38 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 ...
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2answers
48 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 ...
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0answers
17 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 ...
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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 ...
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2answers
460 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 ...
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2answers
87 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.
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0answers
20 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 - ...
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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 ...
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3answers
351 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 Neyman-Pearson debate. This has left me feeling a bit overwhelmed. I ...
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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 ...
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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 ...
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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 ...
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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 ...
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1answer
45 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 ...
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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
27 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 ...
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1answer
17 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 ...
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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 ...
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0answers
22 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 ...
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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
49 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
38 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
22 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 ...
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0answers
23 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 ...
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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 ...
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1answer
53 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?
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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 ...
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1answer
116 views

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
65 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
44 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 ...