Questions tagged [confidence-interval]

A confidence interval is an interval that covers an unknown parameter with $100(1-\alpha)\%$ confidence. Confidence intervals are a frequentist concept. They are often confused with credible intervals which is the Bayesian analog.

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Extract credible/confidence interval of a threshold in a Bayesian posterior draws distribution [closed]

I have a Bayesian model created through bayer package in R on which I need to calculate confidence/credible intervals for a ...
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Predicting cost for several options and then choosing the cheapest option

I created an ML model that predicts the cost of shipping an order in our online store. For each order placed, there is a variable number of methods (up to 10) available to ship. So for one order, ...
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Expected Value Chi Square distribution

I'm trying to simulate the distribution from the sample variance $s^2$ and compare it with the theoretical distribution. Therefore, I perform a fairly simple simulation (upfront, I'm not a ...
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How to implement an Anderson-Rubin test and calculate confidence intervals for an iv model set up with plm in r?

I have run an IV model using the plm-package in r. The underlying data is panel data. My instrument is "weak", i.e. the F-statistic lies below 10. How can I implement an Anderson-Rubin test ...
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How to determine the confidence intervals for the principal axes of a second-rank tensor?

The question in short: How does one estimate the confidence intervals for the principal axes of a second-rank symmetric tensor when the measurement errors are themselves a function of the values of ...
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Confidence interval for GLMM

I am conducting a GLMM for my bachelors thesis and I am wondering, how I can calculate and whether it is common to report confidence intervals for the models' estimates. This is the model I fitted on ...
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Highest-density vs equal-tailed confidence interval

When a sampling distribution is symmetric (and I'm okay assuming unimodal too, if necessary), it's natural to center confidence intervals around the point estimate. But for a skewed distribution (e.g. ...
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How do I find confidence interval and what do I do with confirmation points?

I'm running a face-centered composite design with confirmation points. Am I correct in my assumption that the "S" I get from Minitab can be used to calculate CI? If not, how do I get the CI? ...
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Standard error and confidence intervals [duplicate]

About theoretical concepts... We use confidence intervals to do an inference to extrapolate results from study to similar sample. Is this true? Which is the difference between a confidence interval, ...
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Is it incorrect terminology to say "confidence interval of a random variable"?

I have seen claims that "population paramter is not a random variable" when discussing confidence intervals. eg here Be sure to note that the population parameter is not a random variable. ...
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P-value vs confidence interval interpretation

Refreshing on hypothesis testing. A p-value is defined as "the probability that an observation would be as or more extreme than observed given that the null hypothesis is true." The null ...
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Help with sequencing topics in undergrad stats course

For several years I sequenced my stats course so that estimation theory came before sampling theory. Seemed to make sense—you need a couple of estimators in hand to talk about their distributions. But ...