An interval of random variables, depending on observed data, which, with a fixed probability, contain an unknown parameter of interest.
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78 views
Penalized spline confidence intervals based on cluster-sandwich VCV
This is my first post here, but I've benefited a lot from this forum's results popping up in google search results.
I've been teaching myself semi-parametric regression using penalized splines. ...
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145 views
Calculating prediction intervals when using cross validation
Are standard deviation estimates calculated via:
$
s_N = \sqrt{\frac{1}{N} \sum_{i=1}^N (x_i - \overline{x})^2}.
$
(http://en.wikipedia.org/wiki/Standard_deviation#Sample_standard_deviation)
for ...
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373 views
How to compute confidence interval in ANOVA with repeated measures?
I made a model using repeated measures univariate ANOVA in R.
...
4
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0answers
30 views
What could be the described method for treating time-outs in algorithm benchmarks
As a computer scientist, you often face the problem to empirically analyse the improvements in run time of some algorithm.
I stumbled over the following text in a paper:
These run times are ...
4
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0answers
61 views
Finding the limiting distribution
I was given an exercise to do that sounded something like this:
The Arizona football team scored $45$ goals in $19$ games in the 2007/08 season. If $y_i$ denotes the number of goals scored in the ...
4
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0answers
111 views
Confidence interval for proportions
I have some data like this:
id pop var
1 593 51
2 592 31
3 346 20
4 1214 70
5 1063 66
6 1370 71
each ...
4
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0answers
121 views
Comparing coefficients in multilevel models
Is it meaningful to compare the coefficients of two different predictors in multilevel model when the two are at different levels?
Specifically I have two variables which measure the same construct ...
4
votes
0answers
178 views
Binomial mid-p value
I've been under the impression that the mid-$p$ values generally control the Type I error, and consequently confidence intervals based on mid-$p$ values control the coverage. However I have checked ...
4
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0answers
341 views
Sample size to achieve given confidence level
I am trying to estimate number of different unique visitors who visited a given website (online store). There are hundreds of millions of visits to the store and so this task is too difficult to ...
3
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0answers
163 views
Ratios of means - statistical comparison test using Fieller's theorem?
I would really appreciate any suggestions with the following data analysis issue. Please read till the end as the problem at first may appear trivial, but after much researching, I assure you it is ...
3
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0answers
47 views
How do you think about the central estimate when the confidence interval is asymmetric?
I'm using a wild bootstrap to create confidence intervals around fitted values of the following model, for a specific combination of the factors, as x varies across its range.
...
3
votes
0answers
44 views
Calculating confidence intervals for prevalence differences
I would like to calculate the confidence intervals for prevalence differences. If I have the CIs for the prevalence, can I simply subtract the upper limit of one Ci from the upper limit of the other, ...
3
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0answers
61 views
Error Bars for Peaks in Noisy Data
I'm doing an experiment where peaks in amplitude $A$ (the dependent variable) are expected as one varies the frequency $f$ (the independent variable).
Based on our theoretical model,
Away from the ...
3
votes
0answers
187 views
Resampling or Basic Simulation and confidence intervals
I have a population of sales that might be won or lost. I know the rate that they are won from historical data. This case 30% of them historically win. To figure out how much money I will be making ...
3
votes
0answers
123 views
(Non-linear) Transformation of confidence interval for multinomial parameters
I have a certain computational biology problem I wish to model. Say I have a vector $\vec{f}$ that yields $\vec{p}$, of which the explicit form amounts to picking $\vec{p}$ as an eigenvector from an ...
3
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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 ...
3
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0answers
178 views
Confidence interval for the biggest difference between means
I have a number of samples $X_1,\ldots,X_n $ from Gaussian distributions centered at $\mu_1,\ldots,\mu_n $ respectively.
I need to construct a confidence interval for the biggest difference between ...
3
votes
0answers
162 views
How to determine multivariate confidence in laymans terms
I am trying to determine colors to best grab a web-users attention.
I have a simple system which randomly chooses one of 4 foreground colors, and one of 6 background colors.
I then save the stats in ...
2
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0answers
20 views
Can parameter uncertainties be salvaged when the residuals are correlated?
I have a nonlinear physical model for which I'm trying to determine parameter uncertainties using Monte Carlo. Instead of describing the nitty-gritty details, I will use a series of figures:
...
2
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0answers
59 views
Why may one use qbeta() to calculate CIs for binomial proportions that are actually based on the F-distribution?
I just barely grasped why large-sample confidence limits that assume approximately normal distributions are not the best approach when relative frequencies approach either one or zero - so that in ...
2
votes
0answers
28 views
seeking statistical measures to use when evaluating a facial photo's “quality”
I have a large set of facial photos and a facial feature finder which helps me locate faces with a general idea of the location of the eyes, nose, mouth, and a curve outlining the face. These facial ...
2
votes
0answers
96 views
Measuring real advertising effect: control group issue
Background:
The goal is to measure impact of advertising technique - retargeting. Retargeting is about showing related ads to prospects who add something to shopping cart but abandon it. We would be ...
2
votes
0answers
85 views
References for methods for calculating the confidence interval for Theil-Sen Estimator
For the Theil-Sen estimator I am aware of two principal methods for obtaining confidence intervals:
The zyp R-package documentation uses:
The confidence interval on the slope is calculated ...
2
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0answers
244 views
Prediction with CI - predict.glm doesn't have interval option
I have a model and a graph:
n1 = glm(formula = cbind(ml, ad) ~ x1, family = "quasibinomial")
plot(x1, ml/(ml+ad))
And I would like to plot a predicted line with ...
2
votes
0answers
317 views
How to bootstrap prediction intervals for “customized” regression models in R
Are there functions in R that could help me do the following?
We have a special type of regression which is called Geometric Mean Regression.
We have done some search and found the following:
...
2
votes
0answers
252 views
What is the confidence interval calculated in a spectral density periodogram in R?
This question is similar to the one posed here:
Testing significance of peaks in spectral density
In that post, Pantera asks how to test whether a peak in a periodogram has a spike that is ...
2
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0answers
149 views
Binomial distribution confidence interval for log plot
In simulating iterative decoding of low-density parity-check codes there may be (for a certain signal-to-noise-ratio of a noisy channel) for example 10 decoding failures out of $10^6$ trials. The log ...
2
votes
0answers
139 views
How do I compute a confidence level for a forced ranking survey?
How do I compute a confidence level for a forced ranking survey? For example, say I have 10 categories, each with four associated statements that must be ranked either 1, 2, 3 or 4 with no duplicate ...
2
votes
0answers
78 views
If I take n-standard deviations of my data what would be my confidence level with the estimate?
I have some measurement data of estimates vs actuals (of some metric $m$). For every such data I also have the ratio of $\frac{actuals}{estimates} = r \space (say)$ - if this ratio is greater than 1 ...
2
votes
0answers
174 views
Computing confidence intervals for count data
I have a representative sample token on area of 60 mq (squared meter) of a territory of 54077 mq. This sample contains the number of little plants that there are for each mq. The sample is defined in ...
2
votes
0answers
68 views
Paired multiarm bandit
I have a set of independent experiments with different distributions and I'm trying to determine which has the highest mean payoff. I would like to treat this as a multi-arm bandit problem, but the ...
2
votes
0answers
104 views
Estimating the x-intercept of an arbitrary monotonically increasing function
I have a continuous monotonically increasing function, $f(x)$, whose $x$-intercept, $x^*$, I am trying to estimate. I have a dataset of $(x_i,y_i)$ pairs, with each $y_i=f(x_i)+\varepsilon_i$, where ...
2
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0answers
259 views
Finding confidence intervals for the click-through-rate of a website
This is a very basic question, so please bear with me.
I've been learning about AB Testing, which is largely used in internet marketing to examine the effectiveness of certain aspects of ads, ...
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0answers
18 views
Duality between acceptance region of testing and confidence region in terms of optimality?
The duality theorem between acceptance region of testing and confidence region is about their validity (i.e. satisfying the significance level of the former and the confidence level of the latter sum ...
1
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0answers
27 views
Does pivoting a discrete CDF provide a pivot?
In Section 9.2.3 of Casella's Statistical Inference,
they base their confidence interval construction for a parameter $\theta$ on a real-valued statistic $T$ with cdf $F_T(t| \theta)$.
They first ...
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0answers
37 views
Computing a bootstrap confidence interval for the prediction error with the percentile and the BCa method
I have two related questions regarding the computation of a non-parametric bootstrap confidence interval for the prediction error.
Setting: I have a sample S from a data population P and a learner L, ...
1
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0answers
38 views
In testing, do we need to make the area of an acceptance region as small as possible?
One criterion to access a confidence interval is that the smaller its area, the better.
For hypothesis testing, I was wondering if it is also that the smaller the area of the acceptance region, the ...
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0answers
21 views
Deciding if my mutant strains are significantly different from my wild type from data measured over time or from gradients
I have a set of data which is the oxygen consumption of a wild type (WT) and a few mutants. I averaged the data and plotted graphs with each mutant and WT series and plotted a line of best fit. Is ...
1
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0answers
38 views
Determining confidence intervals: using partial information on possible outcomes
Let's say we have a mathematical model that provides the probability of finding oil at a location in terms of a system of 10 bins with probabilities going from very low, say 2%, to 20% for the best ...
1
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0answers
70 views
Plotting confidence bands around fitted values from a binomial GLMM
I have some parameter estimates and confidence intervals estimated from a set of model-averaged binomial GLMMs: two main effects and their interaction. I would like to plot [population level] fitted ...
1
vote
0answers
69 views
Confidence intervals for extreme value distributions
I have wind data that i'm using to perform extreme value analysis (calculate return levels). I'm using R with packages 'evd', 'extRemes' and 'ismev'.
I'm fitting GEV, Gumbel and Weibull ...
1
vote
0answers
52 views
Pooling asymmetric confidence intervals for proportions?
I have several measurements of proportions (values in [0, 1]) $\theta_1,...,\theta_n$, each with an (asymmetric) 95% confidence interval. The $\theta$'s are repeated measurements of the same variable ...
1
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0answers
54 views
Is Rule of Three inappropriate in some cases?
I'm building binomial proportion confidence intervals for a patient dataset containing the frequency of home nursing visits during the week prior to hospital admission. The freq. of home visit ...
1
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0answers
63 views
Finding the integral of a fitted function
I have a function obtained by fitting some data, and I do not have access to the data itself. The fitting parameters of the function have confidence bounds. I need to obtain an expression for the ...
1
vote
0answers
113 views
Presentation of summary log-transformed data aiming at easier interpretation
I have a list of measurements that is not normal and need to be log-transformed so that parametric statistics can be applied (e.g. mean, CI).
I can calculate the mean and CI without problem when the ...
1
vote
0answers
69 views
Probability of exceedance and reliability of a sample range estimation
Consider that $P$ is the water pressure coming out of a valve $A$. Let $P_{dif}$ be the difference between the maximum and the minimum pressure of valve $A$:
$$P_{dif}≔P_{max}-P_{min}$$
Now, what I ...
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0answers
162 views
Calculation of confidence interval of a population parameter
Consider that $P$ is the water pressure coming out from a valve A. Let $P_{dif}$ be defined as the difference between the maximum and the minimum pressure of valve A:
$$P_{dif}:= P_{max} - P_{min}$$
...
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0answers
69 views
How to log-transform the confidence interval for the survival function?
I want to improve my understanding of confidence intervals for product-limit estimates of the survival function. I'm using the book by Klein and Moeschberger as a reference.
The product-limit ...
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0answers
48 views
CDF and confidence interval on non-parametric binomial data
I am having trouble with a series of system tests in which each test is assumed to be a normal approximations of binomial distribution. Each test sample, n, is a Bernoulli ("success", "failure") trial ...
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0answers
46 views
Comparing confidence limits
I have a data set that is broken into the four categories, each with four data points. I am asked to compare the confidence limits of the four categories. How do I go about doing this?
I know to ...
