Skip to main content
added 361 characters in body
Source Link
Glen_b
  • 290.5k
  • 37
  • 652
  • 1.1k

[I note that there's some lack of clarity in the question; confidence intervals apply to things like parameters, as well as means or other functions of parameters; if we're talking about intervals for data that would be other kinds of interval (prediction intervals, tolerance intervals and so on). I'll proceed as if we're discussing something like means.]

If we're sticking with typical-sized polls so we have the CLT kicking in; then we're just dealing with the variances of normally distributed quantities. It depends on the dependence (specifically, the covariance) between the quantities.

$\rm{Var}(X + Y) = \rm{Var}(X) + \rm{Var}(Y) + 2 \rm{Cov}(X,Y)$

$\rm{Var}(X - Y) = \rm{Var}(X) + \rm{Var}(Y) - 2 \rm{Cov}(X,Y)$

(that doesn't rely on normality, it's general; the meaningfulness of the resulting confidence intervals depends on normality)

The width of the confidence intervals for the proportions $X$ and $Y$ and for their sum or difference are based off their respective standard errors (the square root of the variance).

If $X$ and $Y$ are independent (based on different polls for example) then the variances add because the covariances are $0$.

So square the width of the CI's for $X$ and $Y$, add them, take the square root. That's the width of the CI for the sum or difference.

If $X$ and $Y$ are two proportions from the same poll, that is wrong, since their covariance is negative. If they add to 100% or nearly so, directly add the widths of their CIs to get the width of the difference. (For the sum, the variance will be 0 - or nearly so if they don't quite add to 100% - and the width will be a multiple of the square root of that). Estimates for the covariances can actually be calculated in general, using results for the multinomial distribution.

If we're sticking with typical-sized polls so we have the CLT kicking in; then we're just dealing with the variances of normally distributed quantities. It depends on the dependence (specifically, the covariance) between the quantities.

$\rm{Var}(X + Y) = \rm{Var}(X) + \rm{Var}(Y) + 2 \rm{Cov}(X,Y)$

$\rm{Var}(X - Y) = \rm{Var}(X) + \rm{Var}(Y) - 2 \rm{Cov}(X,Y)$

(that doesn't rely on normality, it's general; the meaningfulness of the resulting confidence intervals depends on normality)

The width of the confidence intervals for the proportions $X$ and $Y$ and for their sum or difference are based off their respective standard errors (the square root of the variance).

If $X$ and $Y$ are independent (based on different polls for example) then the variances add because the covariances are $0$.

So square the width of the CI's for $X$ and $Y$, add them, take the square root. That's the width of the CI for the sum or difference.

If $X$ and $Y$ are two proportions from the same poll, that is wrong, since their covariance is negative. If they add to 100% or nearly so, directly add the widths of their CIs to get the width of the difference. (For the sum, the variance will be 0 - or nearly so if they don't quite add to 100% - and the width will be a multiple of the square root of that). Estimates for the covariances can actually be calculated in general, using results for the multinomial distribution.

[I note that there's some lack of clarity in the question; confidence intervals apply to things like parameters, as well as means or other functions of parameters; if we're talking about intervals for data that would be other kinds of interval (prediction intervals, tolerance intervals and so on). I'll proceed as if we're discussing something like means.]

If we're sticking with typical-sized polls so we have the CLT kicking in; then we're just dealing with the variances of normally distributed quantities. It depends on the dependence (specifically, the covariance) between the quantities.

$\rm{Var}(X + Y) = \rm{Var}(X) + \rm{Var}(Y) + 2 \rm{Cov}(X,Y)$

$\rm{Var}(X - Y) = \rm{Var}(X) + \rm{Var}(Y) - 2 \rm{Cov}(X,Y)$

(that doesn't rely on normality, it's general; the meaningfulness of the resulting confidence intervals depends on normality)

The width of the confidence intervals for the proportions $X$ and $Y$ and for their sum or difference are based off their respective standard errors (the square root of the variance).

If $X$ and $Y$ are independent (based on different polls for example) then the variances add because the covariances are $0$.

So square the width of the CI's for $X$ and $Y$, add them, take the square root. That's the width of the CI for the sum or difference.

If $X$ and $Y$ are two proportions from the same poll, that is wrong, since their covariance is negative. If they add to 100% or nearly so, directly add the widths of their CIs to get the width of the difference. (For the sum, the variance will be 0 - or nearly so if they don't quite add to 100% - and the width will be a multiple of the square root of that). Estimates for the covariances can actually be calculated in general, using results for the multinomial distribution.

corrected an error
Source Link
Glen_b
  • 290.5k
  • 37
  • 652
  • 1.1k

If we're sticking with typical-sized polls so we have the CLT kicking in; then we're just dealing with the variances of normally distributed quantities. It depends on the dependence (specifically, the covariance) between the quantities.

$\rm{Var}(X + Y) = \rm{Var}(X) + \rm{Var}(Y) + 2 \rm{Cov}(X,Y)$

$\rm{Var}(X - Y) = \rm{Var}(X) + \rm{Var}(Y) - 2 \rm{Cov}(X,Y)$

(that doesn't rely on normality, it's general; the meaningfulness of the resulting confidence intervals depends on normality)

The width of the confidence intervals for the proportions $X$ and $Y$ and for their sum or difference are based off their respective standard errors (the square root of the variance).

If $X$ and $Y$ are independent (based on different polls for example) then the variances add because the covariances are $0$.

So square the width of the CI's for $X$ and $Y$, add them, take the square root. That's the width of the CI for the sum or difference.

If $X$ and $Y$ are two proportions from the same poll, that is wrong, since their covariance is negative. If they add to 100% or nearly so, directly add the widths of their CIs to get the variancewidth of the difference. (For the sum, the variance will be 0 - or nearly so if they don't quite add to 100% - and the width will be a multiple of the square root of that). Estimates for the covariances can actually be calculated in general, using results for the multinomial distribution.

If we're sticking with typical-sized polls so we have the CLT kicking in; then we're just dealing with the variances of normally distributed quantities. It depends on the dependence (specifically, the covariance) between the quantities.

$\rm{Var}(X + Y) = \rm{Var}(X) + \rm{Var}(Y) + 2 \rm{Cov}(X,Y)$

$\rm{Var}(X - Y) = \rm{Var}(X) + \rm{Var}(Y) - 2 \rm{Cov}(X,Y)$

(that doesn't rely on normality, it's general; the meaningfulness of the resulting confidence intervals depends on normality)

The width of the confidence intervals for the proportions $X$ and $Y$ and for their sum or difference are based off their respective standard errors (the square root of the variance).

If $X$ and $Y$ are independent (based on different polls for example) then the variances add because the covariances are $0$.

So square the width of the CI's for $X$ and $Y$, add them, take the square root. That's the width of the CI for the sum or difference.

If $X$ and $Y$ are two proportions from the same poll, that is wrong, since their covariance is negative. If they add to 100% or nearly so, directly add the widths of their CIs to get the variance of the difference. (For the sum, the variance will be 0 - or nearly so if they don't quite add to 100%). Estimates for the covariances can actually be calculated in general, using results for the multinomial distribution.

If we're sticking with typical-sized polls so we have the CLT kicking in; then we're just dealing with the variances of normally distributed quantities. It depends on the dependence (specifically, the covariance) between the quantities.

$\rm{Var}(X + Y) = \rm{Var}(X) + \rm{Var}(Y) + 2 \rm{Cov}(X,Y)$

$\rm{Var}(X - Y) = \rm{Var}(X) + \rm{Var}(Y) - 2 \rm{Cov}(X,Y)$

(that doesn't rely on normality, it's general; the meaningfulness of the resulting confidence intervals depends on normality)

The width of the confidence intervals for the proportions $X$ and $Y$ and for their sum or difference are based off their respective standard errors (the square root of the variance).

If $X$ and $Y$ are independent (based on different polls for example) then the variances add because the covariances are $0$.

So square the width of the CI's for $X$ and $Y$, add them, take the square root. That's the width of the CI for the sum or difference.

If $X$ and $Y$ are two proportions from the same poll, that is wrong, since their covariance is negative. If they add to 100% or nearly so, directly add the widths of their CIs to get the width of the difference. (For the sum, the variance will be 0 - or nearly so if they don't quite add to 100% - and the width will be a multiple of the square root of that). Estimates for the covariances can actually be calculated in general, using results for the multinomial distribution.

added 117 characters in body
Source Link
Glen_b
  • 290.5k
  • 37
  • 652
  • 1.1k

If we're sticking with typical-sized polls so we have the CLT kicking in; then we're just dealing with the variances of normally distributed quantities. It depends on the dependence (specifically, the covariance) between the quantities.

$\rm{Var}(X + Y) = \rm{Var}(X) + \rm{Var}(Y) + 2 \rm{Cov}(X,Y)$

$\rm{Var}(X - Y) = \rm{Var}(X) + \rm{Var}(Y) - 2 \rm{Cov}(X,Y)$

(that doesn't rely on normality, it's general; the meaningfulness of the resulting confidence intervals depends on normality)

The width of the confidence intervals for the proportions $X$ and $Y$ and for their sum or difference are based off their respective standard errors (the square root of the variance).

If $X$ and $Y$ are independent (based on different polls for example) then the variances add because the covariances are $0$.

So square the width of the CI's for $X$ and $Y$, add them, take the square root. That's the width of the CI for the sum or difference.

If $X$ and $Y$ are two proportions from the same poll, that is wrong, since their covariance is negative. If they add to 100% or nearly so, directly add the widths of their CIs to get the variance of the difference. (For the sum, the variance will be 0 - or nearly so if they don't quite add to 100%). Estimates for the covariances can actually be calculated in general, using results for the multinomial distribution.

If we're sticking with typical-sized polls so we have the CLT kicking in; then we're just dealing with the variances of normally distributed quantities. It depends on the dependence (specifically, the covariance) between the quantities.

$\rm{Var}(X + Y) = \rm{Var}(X) + \rm{Var}(Y) + 2 \rm{Cov}(X,Y)$

$\rm{Var}(X - Y) = \rm{Var}(X) + \rm{Var}(Y) - 2 \rm{Cov}(X,Y)$

(that doesn't rely on normality, it's general; the meaningfulness of the resulting confidence intervals depends on normality)

The width of the confidence intervals for the proportions $X$ and $Y$ and for their sum or difference are based off their respective standard errors (the square root of the variance).

If $X$ and $Y$ are independent (based on different polls for example) then the variances add because the covariances are $0$.

So square the width of the CI's for $X$ and $Y$, add them, take the square root. That's the width of the CI for the sum or difference.

If $X$ and $Y$ are two proportions from the same poll, that is wrong, since their covariance is negative. If they add to 100% or nearly so, directly add the widths of their CIs to get the variance of the difference. (For the sum, the variance will be 0 - or nearly so if they don't quite add to 100%).

If we're sticking with typical-sized polls so we have the CLT kicking in; then we're just dealing with the variances of normally distributed quantities. It depends on the dependence (specifically, the covariance) between the quantities.

$\rm{Var}(X + Y) = \rm{Var}(X) + \rm{Var}(Y) + 2 \rm{Cov}(X,Y)$

$\rm{Var}(X - Y) = \rm{Var}(X) + \rm{Var}(Y) - 2 \rm{Cov}(X,Y)$

(that doesn't rely on normality, it's general; the meaningfulness of the resulting confidence intervals depends on normality)

The width of the confidence intervals for the proportions $X$ and $Y$ and for their sum or difference are based off their respective standard errors (the square root of the variance).

If $X$ and $Y$ are independent (based on different polls for example) then the variances add because the covariances are $0$.

So square the width of the CI's for $X$ and $Y$, add them, take the square root. That's the width of the CI for the sum or difference.

If $X$ and $Y$ are two proportions from the same poll, that is wrong, since their covariance is negative. If they add to 100% or nearly so, directly add the widths of their CIs to get the variance of the difference. (For the sum, the variance will be 0 - or nearly so if they don't quite add to 100%). Estimates for the covariances can actually be calculated in general, using results for the multinomial distribution.

Source Link
Glen_b
  • 290.5k
  • 37
  • 652
  • 1.1k
Loading