Linked Questions

11
votes
3answers
6k views

What does a confidence interval (vs. a credible interval) actually express? [duplicate]

Possible Duplicate: What, precisely, is a confidence interval? Yes, similar questions have been asked before, but many of the answers seem contradictory and don't address my issue. (Or my ...
4
votes
3answers
7k views

Hypothesis testing for a correlation that is zero or negative

I would like to test for a correlation that is zero or negative using the following hypothesis test: $H_0: p>0$ (Null hypothesis: the correlation is positive) $H_A: p\le0$ (Alternative hypothesis: ...
2
votes
3answers
1k views

Multiple testing and logistic regression

I want to perform a number of univariate regressions with different symptoms (e.g. fever, cough, sneezing) as the response variable and one categorical variable (which is always the same each time) as ...
6
votes
2answers
1k views

Interpreting a confidence interval.

If someone asks me to interpret the confidence interval (say at the level of a first graduate course in statistics) -- are there typical templates for such an interpretation. By typical templates I ...
6
votes
2answers
2k views

Putting a confidence interval on the mean of a very rare event

I'm simulating an extremely rare event (the detection of weighted photon packets in a highly absorbing material). For example, I may simulate the transmission of 1e9 photons and only detect 10 of them ...
4
votes
2answers
311 views

Does a confidence interval carry some extra error for non perfectly normal distributions?

I'm not trying to nitpick but I always want to make sure with stats that I clearly understand the delimitation between exact/theoretical measurements and "real life" measurements. Let's say for ...
3
votes
2answers
117 views

Pick a card, any card: understanding the frequentist interpretation of a confidence interval

I've been trying to wrap my head around the oft-quoted misconceptions surrounding the frequentist interpretation of a confidence interval. There are many questions on Cross Validated and many ...
5
votes
1answer
2k views

Confidence interval for Uniform($\theta$, $\theta + a$)

I am encountering a difficulty with the following task. Have I made a mistake, or is this an inherent flaw in the notion of confidence intervals? (Other such flaws exist.) Consider a random sample $...
2
votes
1answer
863 views

What is the fundamental confidence interval fallacy? [duplicate]

Beginner question here. I've read (see this paper) that when computing confidence intervals if you get a given interval with a confidence level of 95%, then it is a fallacy to think that the true ...
2
votes
1answer
10k views

Confidence intervals for regression interpretation

I have done linear regression and plotted the data, the regression line and also the confidence interval (for 95% confidence). However it seems that most of the data points fall outside the ...
0
votes
1answer
37 views

Difference in CI Interpretations? [duplicate]

So the interpretation of a 95% CI is that there is a 95% probability that the CI contains the true parameter value, but not that there is a 95% probability that the true parameter lies in the CI? Can ...
0
votes
1answer
103 views

Confidence interval deeper explanation? [duplicate]

I have some data on a drug where doctors are trying to find out based on collected data how many patients get heart disease because of a drug. The output is the following: 95%CI 1.72(1.28-2.30) for ...
1
vote
0answers
160 views

Confidence Interval for the Population

My (basic) understanding of a 95% confidence interval is that it is the interval within which the sample mean would fall 95 times should you take 100 random samples from the population. My query is ...
0
votes
0answers
23 views

Confidence intervals: how do we have to interpret them? [duplicate]

I have a very basic question regarding confidence intervals. I am confused between two interpretations of confidence intervals. Interpretation 1: If repeated samples were taken and the 95% ...
0
votes
0answers
368 views

Interpreting confidence intervals

Suppose I have a $95 \%$ confidence interval for $\mu$ with population variance $\sigma^{2}$ known. It will be of the form $$[\bar{X}-1.96 \sigma/\sqrt{n}, \bar{X}+1.96 \sigma/\sqrt{n}]$$ The ...

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