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

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2answers
18 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
11 views

confidence interval for a answer [on hold]

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%. 
...
1
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1answer
22 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 ...
0
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0answers
19 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 ...
1
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0answers
18 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 ...
1
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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 ...
1
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1answer
17 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 ...
-1
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0answers
10 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 ...
3
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1answer
26 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 ...
1
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1answer
37 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 ...
5
votes
3answers
68 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
votes
1answer
36 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
votes
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
36 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
votes
1answer
21 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 ...
1
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1answer
24 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
7 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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0answers
40 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
votes
1answer
39 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
votes
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 ...
1
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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 ...
0
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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 ...
2
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1answer
35 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 ...
0
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1answer
19 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
21 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
73 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
52 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
48 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. ...
0
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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. ...
0
votes
1answer
48 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 ...
3
votes
1answer
108 views

Calculate a 95% confidence interval and p-value for the change in C-statistic using bootstrap with R

I am using boot() and boot.ci() to furnish confidence intervals for the difference in the $c$-statistic (AUC) between models ...
0
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0answers
14 views

Is Monte Carlo simulation more appropriate than parametric tests for constructing confidence intervals for weighted means?

A colleague suggested that Monte Carlo simulation should be preferred for constructing confidence intervals for weighted means calculated from a sample. How and why exactly might Monte Carlo perform ...
3
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3answers
73 views

What is the most likely meaning of a confidence interval?

I'm using a service (Optimizely, as it happens), which show a confidence interval but doesn't explain what it is. I'm assuming it is a Binomial Confidence Interval, but I have no idea what the % ...
0
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0answers
11 views

Confidence interval calculated from values with different numbers of sample

I'm trying to calculate the estimated win probability between two players whose ratings (assume it's something like Elo rating in chess) are known. E.g. given player A's rating of 2000, player B's ...
2
votes
1answer
31 views

Comparing proportions in the same sample

I gathered 11 responses to a question where the options were A, B, or C. 9 people answered A. 2 people answered B. 0 people answered C. Using Clopper-Pearson 95% confidence intervals, I obtained ...
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0answers
27 views

Recovery of Standard Errors of Random Effects in Lmer

I'm analysing data with a nested structure with the lmer-function of the Lme4 package in R. I'm interested in the estimation of the confidence intervals of the random effects (is the score of class1 ...
3
votes
1answer
67 views

Estimating Uniform distribution endpoints using data with errors

Suppose I have a random variable $X$ ~ $Unif(0,\theta)$ where I want to estimate $\theta$. I draw a sample $X_1,...,X_n$.One way is to get a point estimate using e.g. maximum likelihood estimation ...
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0answers
18 views

Why are BCa bootstrap confidence intervals second order exact?

I've just come across a statement in Good, P. I.: Resampling methods. Springer, 2001 and wondered if someone could explain it to me. If you want to construct a 95% confidence interval for, let's ...
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0answers
28 views

confidence interval using median

I have a model where time is the response variable. I'd like to generate confidence intervals for the estimates. I have established that the error in the estimation is roughly normally distributed (it ...
2
votes
1answer
56 views

Calculation of confidence interval for estimation of demand curve - how many degrees freedom?

I'm trying to understand how uncertain an estimation of a demand distribution of a good is. If I take a random sample of n people from the representative consumer population who give me their personal ...
1
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0answers
17 views

Inverse prediction of percentile

Suppose we consider a linear normal regression $y\sim$Normal($\mu,\sigma$) and $\mu=a+bx$. I have seen documentations for methods for obtaining a confidence interval for $x$ for a specific mean value ...
4
votes
1answer
86 views

Confidence interval for a proportion estimated through stratified sampling

When estimating the confidence interval for a binomial proportion $p$, with $\hat{p}$ near 0 or 1, one has to use something other than the Wald interval to get a reasonable estimate (see for instance ...
0
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0answers
19 views

Calculate extreme tails of distribution

This is how my empirical distribution look like: I have calculated a genetics index of fixation in populations, called FST. My values have the maximum value of one. This gives me an empirical ...
2
votes
1answer
78 views

Justification for the Bootstrap Percentile Interval

The following is a proof of the validity of the (bootstrap) percentile interval taken from Larry Wasserman's "All of Statistics". $\theta^*_{\alpha/2}$ and $\theta^*_{1-\alpha/2}$ denote the ...
3
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1answer
43 views

Error Bars for Monte Carlo Experiment

Suppose we have a random variable $X$, where $\mathbb{E}(X)$ and $\text{Var}(X)$ are known. I have computed $N$ number of MC-type samples from the distribution of $X$. Let $\bar{x} = \frac{1}{N}\sum ...
2
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1answer
46 views

Hypothesis testing for multiple choice quiz

I am trying to determine whether students perform better than chance on a quiz with $q$ multiple choice questions. Each question as 4 possible responses; one is correct and 3 are wrong. A correct ...
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0answers
11 views

Normality Testing of Productivity Data

I have a series of measurements from a construction production study I've been carrying out. I essentially measured the output rate of workers in terms of output/hr. The measurements varied each day ...