Stack Exchange Network

Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

Questions tagged [confidence-interval]

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

0
votes
1answer
17 views

Is the t-interval and student's t-distribution the same?

I'm taking this course on statistical inference through datacamp. The instructor went over the idea of a confidence interval. The instructor said that we take a large number of bootstrapped samples ...
2
votes
0answers
9 views

Power spectral density attenuation confidence interval

I am trying to compare power spectral density (PSD) estimates of two stochastic signals. I compute the attenuation by dividing one PSD by the other (both PSDs are computed and smoothed within the same ...
1
vote
1answer
23 views

linear mixed model: visualising fixed effect and interaction with continuous variable (with confidence interval)

My aim is to analyse the blood concentration of a biomarker and its annual increase in four different subject groups using longitudinal measurements, i.e. biomarker concentrations of each subject were ...
0
votes
0answers
11 views

Python: Compute Bootstrap Confidence Intervals for a Kernel Density Estimator [on hold]

I have plotted the probability density function of some data, using a Kernel Density Estimator. Both the data, and the code I am using can be found here As you can see, the txt-file contains a lot ...
0
votes
0answers
11 views

How can I use repeated cross-validation to report out-of-sample prediction performance?

I'd like to better understand how to report the out-of-sample prediction performance using repeated k-folds cross-validation. I think I have a reasonably good understanding of the motivation for ...
2
votes
1answer
44 views

Interval of confidence (for several tests)

Assume I am measuring the glycemic index with a blood glucose meter and its results fall within a $20\%$ range of real lab results. Example if the real blood glucose (BC) is $100$, the meter can ...
2
votes
3answers
99 views

Can I infer the range of a random variable based on a confidence interval for the mean?

Consider the following question: A fast food manager wants to perform a statistical analysis of its restaurant customers’ weights. He collects a simple random sample of 81 customers. A 95% ...
0
votes
0answers
16 views
1
vote
1answer
29 views

Linear Regression confidence interval bounds

When performing a linear regression we first get a slope and intercept that is the best fit. How do we compute the confidence interval for predicted values? Here's an example: ...
0
votes
0answers
10 views

Pivotal Functions and Confidence Intervals [closed]

How do you find a suitable pivotal function. Is there normally a step-by-step method or certain qualities of a good pivotal quantity?
0
votes
0answers
10 views

Calculating the confidence interval for an incident rate ratio for a continuous spline variable from a Poisson GLM

I have a rather large and complicated Poisson GLM with a mix of categorical (many binary, yes-no) and continuous values. To calculate the incident rate ratios (IRR) for the binary variables, I simply ...
0
votes
0answers
46 views

Using Hotelling's T-statistic to find an elliptic confidence set

The problem: We have samples of sizes ${n_1} = 25,{n_2} = 15,{n_3} = 30$ drawn independently from $N\left( {{\mu _i},{\sigma ^2}} \right),i = 1,2,3$ (normal distributions with same variance). We have $...
0
votes
1answer
19 views

Compute an approximate power when lambda = 10

I wanna reconfirm, is this the right way to answer this question? I'm pretty confused. And if not, how?: Answer: Thank you so much.
1
vote
2answers
124 views

How do we build a confidence interval for the parameter of the exponential distribution?

EDIT Let $X_{1},X_{2},\ldots,X_{n}$ be a random sample whose distribution is given by $\text{Exp}(\theta)$, where $\theta$ is not known. Precisely, $f(x|\theta) = (1/\theta)\exp(-x/\theta)$ Describe ...
0
votes
0answers
9 views

counting experiment, setting a confidence interval in an input variable

I want to measure the distance between a photosensor and an isotropic light source. The sensor gives me a digital number $x$ as a function of detected light intensity. The light intensity at the ...
4
votes
1answer
46 views

The IQs from 181 boys aged between 6-7 years old were measured. Calculate its mean's confidence interval for $\alpha = 5\%$

The IQ from 181 boys aged between 6-7 years old were measured. The mean IQ is 108.08, and the standard deviation is 14.38. (a) Determine the confidence interval with confidence coefficient $95\%$ ...
1
vote
1answer
27 views

Build an approximated confidence interval for $\sigma$ based on its maximum likelihood estimator

Let $X_{1},X_{2},\ldots,X_{n}$ be a random sample whose distribution is given by $\mathcal{N}(0,\sigma^{2})$. Build an approximated confidence interval for $\sigma$ based on its maximum likelihood ...
1
vote
2answers
27 views

Can we replace the t-Student distribution by the Normal distribution in this context?

As far as I have studied, given a normal random sample, we can build the confidence interval of the mean $\mu$ if we know the variance through the relation \begin{align*} \frac{\sqrt{n}(\overline{X}-\...
0
votes
0answers
9 views

How to determine parameter (co)variance of multiple output regression

I am trying to identify parameters of a model. Pratical application: in a robot, to estimate physical parameters (length, mass, inertia, etc.) of a multi-degree of freedom (DOF) non-linear dynamic ...
0
votes
0answers
7 views

Question about finding an alternative method to obtain confidence interval for population proportion

We have, θ = the unknown true population proportion (or prevalence) of an outcome of interest θ^ = 𝑃 = 𝑇/𝑛 = the sample proportion, where 𝑇 is the number of cases with the outcome among the total ...
1
vote
0answers
16 views

Using confidence intervals as sole statistical analysis

I am writing a thesis and have been advised to use 95% CI to determine if i have significance between my data. I have been told to use a scatter plot and place CI as error bars. I am unsure how to ...
0
votes
0answers
24 views

Compare 2 sets of numbers by Ratio of Geometric means rather than Student t-test

In a medical article published today(!), ratio of geometric means and its confidence interval is used to compare 2 independent groups rather than Student t-test. My specific questions are: What ...
2
votes
1answer
226 views

How to obtain Confidence Intervals for a LASSO regression?

I'm very new from R. I have this code for a LASSO regression: ...
0
votes
0answers
34 views

Poisson Binomial Distribution - confidence intervals

I'm working on a project which involves multiple trials for which the probability of success is not the same across trials. Given the unequal probabilities per trial, I'm using the Poisson Binomial ...
0
votes
1answer
27 views

Standard Error/Confidence Intervals for a Difference-in-differences analysis

I'm attempting a 'difference-in-differences' analysis of a health policy intervention. Scenario: Health clinics are paid for the percentage of eligible patients who they give the right treatment to. ...
2
votes
1answer
35 views

Fisher's exact test: 95% CI or p-value

I have run proc freq to test association between two binary variables using the Fisher's exact test. However, the outputs seem contradict to each other as Two-sided Pr <= P 0.0355 whereas the OR ...
3
votes
1answer
56 views

Determining confidence interval with one observation (for Poisson distribution)

When you make only one measurement, how do you determine 95% confidence interval for the Poisson distribution? Let's say that I make one measurement of a quantity $x$ and obtain $x=10$. Also it is ...
0
votes
0answers
16 views

Compare two ranges

I would like to compare the ranges of two assays to determine if their is a significant difference in their dynamic ranges. For instance, let's say we have 20 specimens. Each specimen is measured ...
3
votes
2answers
117 views

What “nice” property of a confidence set is being violated

Suppose that I have $X_{i} \overset{i.i.d.}{\sim} P$ with $E[X_{i}]=\mu$ and $V[X_{i}^{2}] = \sigma^{2}<\infty$. Then by the central limit theorem I know that: \begin{align} \sqrt{n} (\bar{X}_{n} ...
0
votes
0answers
7 views

Can a generalization from a specific age group of children to broader one make sense?

I am doing research on children aged 12-23 months to determine the vaccination coverage of all children aged under 5. I am looking at ALL records of the specified age group with expected non-response ...
0
votes
0answers
22 views

Conclusion for not rejecting a null hypothesis

I'm actually quite confused what is the outcome we could deduce here for the other exercise types listed in the diagram. From my interpretation, the null-hypothesis is: There is no association ...
0
votes
0answers
19 views

Could this linear regression really has a probability of only 1 over a billion?

I am computing confidence intervals over linear regression, and I find the results to be rather counter-intuitive. I stack the two samples I want to regress together into a matrix. I compute the $2\...
2
votes
1answer
21 views

How does non-response bias affect the Confidence Interval

I asked earlier what is the idea behind putting up Table 3. I have a follow up question on how non-response bias identified can justify the different sizes of Confidence Interval(CI) in Figure 3. My ...
2
votes
2answers
191 views

Two tailed t test for two companies' monthly profits

I have a question revolving around two tailed tests, confidence intervals, etc, and I'm really struggling to figure out how to find the correct answers. For some reason I can't seem to properly wrap ...
2
votes
2answers
40 views

How to interpret confidence intervals after computing them?

After calculating the 90% confidence interval for a mean I get that: Lower Limit = 3 Mean = 4 Upper Limit = 7 How can I use this results given the following ...
0
votes
0answers
15 views

Chi-squared confidence intervals for big measurments

Let's say I have some observational data. For example: in a certain wavelength interval I measure the flux, 10 000 points, and I have the uncertainty for each one of them. For example: ...
0
votes
1answer
19 views

two binomial distributions of widely different size - confidence intervals, p-values or z-scores?

I was hoping for a bit of help. I have two very different sized samples of binomial distribution, and I want to figure out if they are significantly different. A previous question posted on here has ...
0
votes
1answer
12 views

The effect of a lack of dose-response results on odds ratio

This is part of a quantitative reasoning assignment I was working on. The study hypothesized that exercise may reduce the risk of disability for activities of daily living(ADL). However after ...
0
votes
1answer
31 views

How to get this confidence interval from a pivotal quantity

Suppose we have $n$ iid samples from $Exp(1,\eta)$ This distribution is $e^{-x+\eta}$ for $x \ge \eta$ I want to understand why the following is a correct symmetric $100 \gamma $ confidence ...
8
votes
0answers
244 views

Validity of confidence interval for $\rho$ when $X\sim N_3(0,\Sigma)$ with $\Sigma_{ij}=(\rho^{|i-j|})$

Suppose $X\sim N_3(0,\Sigma)$, where $\Sigma=\begin{pmatrix}1&\rho&\rho^2\\\rho&1&\rho\\\rho^2&\rho&1\end{pmatrix}$. On the basis of one observation $x=(x_1,x_2,x_3)'$, I ...
0
votes
1answer
36 views

It is possible to do apply statistical inference to a derived metric?

I have two log-normally distributed variables. $\ln(X)$ ~ $N(\mu,\sigma^2)$ $\ln(Y)$ ~ $N(\mu,\sigma^2)$ Through statistical inference I can get a confidence interval for the median or mean of ...
2
votes
0answers
26 views

How can I “select the proper test sample size” to “achieve the best classification quality”?

Homework disclaimer. We were given 10k rows of sample training data. The task is to train some well-known classifiers (as listed below), test their performance and estimate the expected ...
0
votes
0answers
8 views

Sampling my samples: What happens to the confidence interval and the average?

I have 25 small images where some pixels contain defects (normal distr). Now I can count for every image the amount of defects and calculate the average defect per image with its CI. Due to time ...
3
votes
2answers
85 views

95% Confidence interval of $\lambda$ for $X_1,…,X_n$ IID exponential with rate $\lambda$

I know how how to find the estimation of $\hat{\lambda}$ using the method of moments. I can take the first moment and equate it to the empirical to get, $E(X) = \frac{1}{\lambda} = \frac{\sum_{i=1}^{...
1
vote
1answer
20 views

Inconsist results in binom.test() in R?

I have a question regarding binom.test() in R (3.3.3 on Windows 10): I have a null hypothesis that the p(success)=0.0033 and I want to know whether I can reject this null hypothesis at a signficance ...
0
votes
1answer
18 views

Deriving the values of the range around the mean value

This is part of a bigger quantitative reasoning assignment I was working on. My understanding here is that the upper bound and lower bound of the ranges for each of the exercises should be reflected ...
-1
votes
1answer
37 views

Sample size (CI 95%)

I have two groups (treatment and placebo) and for each group I have the 95% CI mean calculated as per here. I want to do the same for calculating the 95% sample size as per table 11 of this paper: ...
0
votes
0answers
17 views

Confidence interval in Chi squared testing

How to calculate confidence interval when performing a Chi-Square significance testing? For reference where it's used - http://www.evanmiller.org/ab-testing/chi-squared.html Can we apply the same ...
0
votes
0answers
3 views

How to calculate summary limits of agreement?

I have made a forest plot including multiple studies assessing agreement using Bland and Altman plots between values measured by two different methods. However, most studies only reported mean ...
2
votes
1answer
134 views

Confidence Interval for $\mu$

Let $X_i$ be Uniformly distributed (i.i.d.) between [$\mu-1,\mu+1$]. For i element of the Natural numbers. A sample of $X_1=0.2$ and $X_2=0.7$ has been drawn. $\hat\mu=\frac{X_1+X_2}{2}$ Calculate a ...