Linked Questions

Joris and Srikant's exchange here got me wondering (again) if my internal explanations for the difference between confidence intervals and credible intervals were the correct ones. How you would ...

It seems that through various related questions here, there is consensus that the "95%" part of what we call a "95% confidence interval" refers to the fact that if we were to exactly replicate our ...

I know roughly and informally what a confidence interval is. However, I can't seem to wrap my head around one rather important detail: According to Wikipedia: A confidence interval does not ...

My current understanding of the notion "confidence interval with confidence level $1 - \alpha$" is that if we tried to calculate the confidence interval many times (each time with a fresh sample), it ...

Note: I am aware of philosophical differences between Bayesian and frequentist statistics. For example "what is the probability that the coin on the table is heads" doesn't make sense in ...

I'm very new to Bayesian statistics, and this may be a silly question. Nevertheless: Consider a credible interval with a prior that specifies a uniform distribution. For example, from 0 to 1, where 0 ...

I have been using log normal distributions as prior distributions for scale parameters (for normal distributions, t distributions etc.) when I have a rough idea about what the scale should be, but ...

After reading the great answer for this question by @Ben, I am a bit confused by the part " set the relative tail sizes as a control variable, and then you find the formula for the length of the ...

I am aware of the misconception that a "95% confidence interval means there is a 95% chance that the true parameter falls in this range," and that the correct interpretation is that if you ...

From the Wikipedia page on confidence intervals: ...if confidence intervals are constructed across many separate data analyses of repeated (and possibly different) experiments, the proportion of ...

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 ...

I am reading about regularization in Aurelien Geron's book. I do understand that given a model $\beta_0$+ $x$ $\beta_1$ , regularization means: If we allow the algorithm to modify $\beta_1$ but we ...

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: ...

For one newly handling statistical analysis, please can you explain in the simplest of terms, with an example, what is a confidence interval?

After stumbling upon the concept in a statistics textbook, I tried to wrap my head about it, and finally came to a conclusion which seems to fit all the explanations which I have seen so far: A ...