Linked Questions
20 questions linked to/from How to obtain a confidence interval for a percentile?
2
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estimate confidence interval of empirical percentile [duplicate]
Suppose $n$ samples are generated from an unknown distributions and the empirical percentile is estimated.
In python:
...
- 3,219
1
vote
2
answers
95
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Can I compute a confidence interval without assuming any underlying distributions? [duplicate]
I have data about storage consumption for a lot of users (N > 50k+).
The raw data distribution would look something like this:
Given the outliers, to get an estimate of how much storage each user ...
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1
vote
0
answers
88
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Confidence Interval for a sampling P95 in unknown distribution [duplicate]
TLDR: I need to estimate what is the minimum sample size to get a W-wide confidence interval of daily Response Time's P95 of which I only get a sample of events.
Detailed: Due to a Service Level ...
- 11
2
votes
0
answers
83
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Where is the number "0.963" in the paper "Why Isn't Everyone a Bayesian?" by Bradley Efron coming from? [duplicate]
This paper by Bradley Efron (also available here) concerning Bayesian vs. frequentist interpretation of probability contains an example I don't quite understand.
It's on page two in the right column ...
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1
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0
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Lower confidence interval for quantile function [duplicate]
I have a real-valued, unknown distribution $\mu$ and would like to find the largest threshold $t \in \mathbb{R}$ such that
$\Pr_{X \sim \mu}\left[X \leq t\right] \leq q$
with high probability $1-\...
19
votes
5
answers
36k
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Standard error of the median
Is the following formula right if I want to measure the standard error of the median in case of a small sample with non normal distribution (I'm using python)?
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14
votes
5
answers
1k
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Compare 90th percentiles of two samples (confidence interval, test)
I have a dataset of ambulance response times before and after a quality improvement change. I'm looking to see if there is a difference in response times before and after the change. Specifically, I'm ...
- 141
5
votes
1
answer
3k
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Confidence interval for quantiles: distribution-free, asymptotic and assuming a normal distribution
An acquaintance of mine has been using this wrong inference formula for years: given
a i.i.d. sample $\mathbf{X}={X_1,\dots,X_N}$ for a continuous RV $X$,
sample mean $\bar{X}=\frac{\sum X_i}{N}$ and ...
- 18.4k
4
votes
1
answer
2k
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Representing the uncertainty of the median in a clean way
So suppose I want to estimate the fraction of the year a user of some demographics is active, and I have n users (effectively, n samples). So I get the fraction of the year each user is active.
It ...
- 217
5
votes
2
answers
259
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Calculation of a nonparametric equal-tailed (central) tolerance interval for an unknown continuous distribution
Assume we have a sample of size $n$ from an unspecified continuous distribution $F(\cdot)$. We wish to construct a tolerance interval to contain $(100\,\beta)\%$ of the population with a pre-specified ...
- 31.2k
3
votes
2
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191
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Distribution of medians of triplicate samples taken from Gaussian distribution
My Monte Carlo simulation seems to show that the standard deviation of the medians of triplicate samples taken from the Gaussian distribution approaches 2/3 of the SD of the original distribution. ...
- 152
7
votes
1
answer
821
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Distribution-free confidence interval for IQR
I am looking for a way to calculate confidence intervals for the interquartile range IQR of a numerical variable. Of course, they can be found by the bootstrap, but I am explicitly looking for a ...
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5
votes
2
answers
181
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Calculating summary statistics on a distribution of "day of year" data [R]
Say I have a dataset that consists of 1,000 integers between 1 and 365 that represent days of the year a certain event happened. I am trying to figure out how I could calculate summary statistics of ...
- 135
0
votes
0
answers
200
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How to calculate minimum sample size when using ecdf?
I am calculating the relative median income of census tracts with respect to the CBSA (essentially the metropolitan area) that contains them. I am using ecdf in R to get the percentiles for each set ...
1
vote
1
answer
223
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Percentile of list of numbers
Suppose that I have a list of numbers, say [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]. These numbers are realisations of a random variable $X$ whose distribution I am interested in.
Suppose I want to estimate ...
- 307