Tagged Questions

1
vote
1answer
58 views

How to estimate true value and 95% bands when distribution is asymmetrical?

I have a set of results of independent measurements of some physical quantity. As an example I give here real expermental data on methanol refractive index at 25 degrees Celsius published in ...
0
votes
1answer
87 views

How to derive a confidence interval from an F distribution?

So, this is the question I'm working on: Suppose we observe a random sample of five measurements: 10, 13, 15, 15, 17, from a normal distribution with unknown mean $µ_1$ and unknown variance $σ_1^2$. ...
1
vote
1answer
19 views

How to test the significance of increase in sample interval range(s)?

Suppose we have two samples of a variable taken under different conditions: e.g. A1 without medical treatment and A2 after medical treatment. These are not necessarily normally distributed. Suppose A1 ...
3
votes
1answer
124 views

Confidence Band for Probability Mass or Density Function

I'm a beginner -- don't hesitate to overexplain. I need to make inferences about a population distribution from a sample distribution of a continuous variable (which is still useful as an ordinal ...
3
votes
0answers
49 views

How many times can I guess a number from Sample 1 belongs to Sample 2 before concluding that they are not the same?

First of all, I apologize for my half-forgotten understanding of statistics. I hope I can accurately describe what kind of test I'm after in a way that doesn't sound confused. I have one sample and ...
9
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2answers
1k views

Bootstrap vs. Jackknife

Both bootstrap and jackknife methods can be used to estimate bias and standard error of an estimate and mechanisms of both resampling methods are not huge different: sampling with replacement vs. ...
0
votes
4answers
116 views

How can I get the CI of a couple of numbers?

Is it possible to get the Confidence Interval of a couple of numbers (or more) without knowing the distribution or anything like that ? Thanks.
0
votes
0answers
145 views

How to compute the CI of an Inverse Gaussian distribution?

I have come across some formula for calculating the confidence interval (CI) of data from an Inverse Gaussian distribution. But, being really new in stats, I am unable to figure out what to do. On ...
3
votes
1answer
117 views

Distinguishing two distributions

In my application I'm receiving a continuous stream of 50 changing numbers, mostly these samples are contained with a nice Gaussian distribution, but now and then there are two+ distributions within ...
8
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2answers
486 views

What kind of distribution is $f_X(x) = 2 \lambda \pi x e^{-\lambda \pi x ^2}$?

What kind of function is: $f_X(x) = 2 \lambda \pi x e^{-\lambda \pi x ^2}$ Is this a common distribution? I am trying to find a confidence interval of $\lambda$ using the estimator ...
3
votes
1answer
186 views

Uniform frequency from non-uniform (exponential) distribution?

I lack knowledge of statistical terminology, so I'll try to thoroughly explain my predicament and hope that it is understandable: I am programming a software for technical analysis of financial ...
8
votes
2answers
1k views

Confidence interval for Bernoulli sampling

I have a random sample of Bernoulli random variables $X_1 ... X_N$, where $X_i$ are i.i.d. r.v. and $P(X_i = 1) = p$, and $p$ is an unknown parameter. Obviously, one can find an estimate for $p$: ...
2
votes
2answers
695 views

How to compare different distributions with reference truth value in Matlab?

I have production (q) values from 4 different methods stored in the 4 matrices. Each of the 4 matrices contains q values from a different method as: ...