0
$\begingroup$

How am I supposed to interpret the confidence interval for a two tailed Student's t test?

I understand that the confidence interval in a one tailed t test reveals the likely range of difference between the two population means. When running a two tailed t test in Matlab, the confidence interval still looks like a likely range of the difference between population means.

Does this confidence interval still convey the significance of intervals that do not cross zero?

Improve this question
$\endgroup$

1 Answer 1

Reset to default
1
$\begingroup$

Yes, why shouldn't it?

  • You can always compare confidence intervals to points (like 0)
  • You shouldn't compare confidence intervals to other confidence intervals
  • Only one out of 20 95% confidence intervals will not contain the true population parameter (and 1 out of 100 99% CI etc.)

All of the above is true for one tailed and two tailed confidence intervals.

You should know that one-tailed t-tests are almost never used.

Improve this answer
$\endgroup$
6
  • $\begingroup$ Not so sure about one-tailed tests being almost never used. They make sense in many cases. And when using Bayesian inferences, probability statements are almost all directional. $\endgroup$
    – Frank Harrell
    Commented Oct 1, 2017 at 12:36
  • $\begingroup$ They wouldn't be called confidence intervals in a Bayesian frameworks though, would they? $\endgroup$
    – David Ernst
    Commented Oct 1, 2017 at 13:20
  • $\begingroup$ I was referring to posterior probabilities for specific assertions. If you want an uncertainty interval that would be the credible interval, which unlike a confidence interval has a definition that makes sense. It is the interval that we are e.g. 0.95 certain the true unknown parameter lies. Frequentist confidence interval is virtually uninterpretable. $\endgroup$
    – Frank Harrell
    Commented Oct 1, 2017 at 13:27
  • $\begingroup$ My point was that the title mentions confidence intervals specifically. $\endgroup$
    – David Ernst
    Commented Oct 1, 2017 at 13:55
  • $\begingroup$ And point is that we need to get away from them when we can. $\endgroup$
    – Frank Harrell
    Commented Oct 3, 2017 at 12:16

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.