# 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.

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### Comparing multivariate datasets

I have a list of products sold in different countries by 2 vendors. The table below is an example (productID is the concatenation of country code and product name, Vendor1 and Vendor2 columns ...
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### Face and tails confidence interval [closed]

Suppose that when throwing a coin $400$ times we obtain 175 faces and 225 tails. Find the confidence interval with an approximation of 95% for the probability to obtain face. The question is, ¿Does ...
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### Number of replications needed for coverage probability study

I am constructing confidence interval based on Wald, likelihood ratio and jackknife for the parameters of a model via simulation. To evaluate which methods is preferable for the parameters, I did a ...
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### Did I get too good a confidence interval for Pearson's R using bootstrap on a very unbalanced data set?

I can't find this type of bootstrap problem described anywhere, where the data is so unbalanced: 50 y-values vs 2500 values yielding 50 means that become the x's. Another thing: the 50 strata yielding ...
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### Ideas in calculating linear regression confidence interval for mean response [closed]

I am doing econometrics with the text James Stock and Mark Watson. there are equations that bug me for a while. Below is the equation copied from the book  s^2_{Y} = \dfrac{1}{n-1}\sum^n_{i = 1}(Y_i ...
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### what is the difference between a two-sample t-test and a paired t-test

While I was glancing at hypothesis tests, I saw paired and two-sample t-test but couldn't understand the difference. For the explanation of these two tests, I saw the following sentence " Two-...
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### confidence interval for $\hat{\theta}_{MLE}=\frac{1}{2}\underset{i}{\max} \ x_i$ [duplicate]

Let $X_1, X_2, \dots , X_n$ be a random sample of size $n$ from the uniform distribution $U(2\theta)$ whose pdf is $f(x;\theta)=(2\theta)^{-1}$ , if $0<x<2\theta$ , zero otherwise. i) We can see ...
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### Is there a difference between these “definitions” of confidence interval [duplicate]

Today, my instructor was going over some of the misconceptions about confidence interval, e.g., how it's frequently incorrectly stated that "a 95% confidence interval that there is a 95% chance ...
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### Sample size of a vote transfer poll

A vote transfer poll asks the electorate about how they voted in the last election and how they would vote if the next election was now. With the result from both questions one could build a matrix of ...
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### Confidence intervals and uncertainty estimation of classified polygon map

I am not mathematician, neither statistician, but I try to use statistics in my work, so I do my best here to explain the problem I have. I have a map of millions of hectares that consist of nine ...
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### Bayesian interpretation of a confidence interval as prediction

Classical and Bayesian approaches to parameter estimation are often compared. See, for example What's the difference between a confidence interval and a credible interval? What I cannot find is &...
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### Simulating Monte Carlo with different standard deviations and interval confidence

I have a question regarding Monte Carlo simulation (direct simulation), applied to propagation of uncertainties. From what I understand Monte Carlo accepts random numbers of each input variable of ...
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### Difference between pointwise and uniform confidence sets

According to Wasserman's All of Nonparametric Statistics p.6, let $\mathfrak{F}$ be a set of distribution functions $F$ and $\theta$ some quantity of interest. A uniform asymptotic confidence set $C_n$...
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### When can a winner of the election be called: estimating population proportion without the assumption of random sampling

While following a recent election, I wanted to estimate population proportion of people who voted for a certain candidate knowing the sample proportion, sample size (and population size). I first ...
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### Stop collecting data when our confidence interval is sufficiently narrow?

I am running an experiment that is unpleasant and time-consuming, so I want to minimize the number of times I have to do it. I have done a sample size calculation to determine that I need $100$ ...
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### Overconfidence-intervals of a regression coefficient of time-varying variables

I was simulating different types of data-generating processes of time series data and estimating effects of predictor variables that are also time series. Here is my equation system: I want to ...
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### How to get 90% confidence interval [closed]

Suppose a real estate broker is interested in comparing the asking prices of flats in the British cities of Exeter and Cardiff. The broker conducts a small telephone survey in the two cities, asking ...
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### Calculating confidence intervals for a linear regression/probit model

I'm a software developer at a military diagnostics branch, and I've written a program to calculate the lower limit of detection for a nucleic acid test (qRT-PCR). The program takes the raw data (a set ...
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### Is there a way to add sample confidence interval to regression?

I have the following situation. We want to measure if animal weight has an influence on their home range size (measured as an area). However, there is inherent error measuring an animal home range. ...
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### Dealing with independent variables where each point is an coefficient

I want to test if a behavior is influenced by population size. The former is measured as a continuous normal variable. The latter is estimated using Schnabel's method, and thus each sample has a ...
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### Uncertainty of a trend

I need to estimate the confidence interval of the solar radiation change (in %) over time. For this, I'm going to use R default dataset ...
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### How to determine the confidence of a neural network prediction?

To illustrate my question, suppose that I have a training set where the input has a degree of noise but the output does not, for example; ...
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### Interpreting phrasing of notion of confidence interval w.r.t simple linear regression from Kutner, et al

I have a question with how the idea of confidence intervals was used and phrased. This comes from Applied Linear Statistical Models 5th Edition - Kutner, Nachtsheim, Neter, Li: So it is usually ...
643 views

### Comparing coefficients in multilevel models

Is it meaningful to compare the coefficients of two different predictors in multilevel model when the two are at different levels? Specifically I have two variables which measure the same construct ...
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### Is predict_proba() reliable for SVC?

I want to implement some kind of confidence measure for my stock prediction model, which predicts the next day's trend (whether the price would rise or fall). As in, a trade order should be placed ...
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### Confidence interval x-intercept

The x-intercept of a linear regression is -y.intercept/slope. If I wanted to obtain a confidence interval (CI) for a x-intercept of a linear regression, coud it be wrong to find the CI of y-intercept ...
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### What is a rigorous, mathematical way to obtain the shortest confidence interval given a confidence level?

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 ...
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### Why does not the mean bootstrapped metric of an ecological bipartite network get closer to the observed metric with increased number of samples?

I wanted to construct a 95% quantile-based confidence interval using bootstrapping for the network metric of an ecological web (plant-pollinators). I realized that for some webs, despite increasing ...
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### Confidence intervals for aggregated statistics

Given min, mean, max and var of scores of several subjects ...