# 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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### 4P logistic regression differences in methods

I am using 4 parametric logistic regression for ELISA, we have been using GEN5 software so far and we want to switch to PLA3 for the new analysis, while keeping all the historical data from GEN5. The ...
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### What is the confidence interval of consecutive subsampling

I have a situation where I do consecutive subsampling from an original population and I'm trying to figure out what the final confidence interval would be. I know that Var(A,B) = Var(A) + Var(B) if A ...
1 vote
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### Best way to find confidence interval for a mean of a symmetric leptokurtic distribution?

I have a very symmetric distribution with kurtosis of 10 and sample size of more than 100. Here is the Histogram https://ibb.co/ws7vBjd This histogram was obtained by asking participants in the ...
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### How to find 95% CI of CI of Mean?

We know that the 95% confidence interval around the population mean is calculated as x̄ ± 1.96* σ/√n, where x̄ is the sample mean, σ is the sample standard deviation and n is the sample size. On the ...
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### Negative Binomial: Estimating r (# failures until stopping) when p (success probability) is known

I have a NB(r,p) distribution (let's say with the conventions of the wikipedia page). Suppose I know the success probability p, observe Y the number of successes, but don't know and want to estimate r,...
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### Heavy tailed rather than normal distribution for a stock simulator

Have a program that simulates picking stocks 10000 times according to different parameters. I then look at the ending portfolio amounts, and the distribution is pretty heavy tailed. This doesn't ...
1 vote
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### Am I using confidence intervals correctly here?

I run a stochastic computer program. What I’m doing is testing one strategy against what might be considered a default strategy. At the start of a run, there are 100 individuals using the test ...
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### 95 % CI for ratio of variables subject to measurement imprecision

An instrument used for measurements has a known measurement imprecision of $CV = 10 \%$. Thus, if the variable to be measured has a true value $x_{true}$, the range of possible measured values will be ...
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### Computing p-value vs. constructing confidence interval from sample for proportions

Let's say D is a Bernoulli distribution with parameter $\mu = 0.6$ and we want to test whether or not $\mu=0.5$. So, Null hypothesis: $\mu = 0.5$ Alt hypothesis: $\mu \neq 0.5$. Suppose we have a ...
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### Confidence interval for variables with multiple categories - estimation of difference

I have performed a chi-squared test on two categorical variables - one is a dichotomous variable (eg survived, died), whereas the other has multiple sub-categories (location A, location B, location C ...
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### Constructing a confidence interval around a regression slope for hierarchical data and/or from a nonrandom sample

I know it is possible to construct a confidence interval for an estimated regression slope from a linear regression estimated via OLS estimator (y = b0 + b1x + e). But is it also possible (and correct)...
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### Chi-squared confidence interval for variance

When constructing, for example, a $90\%$ confidence interval for the population variance using the chi-squared distribution, we have: \begin{align} & P\left(a<\frac{(n-1)S^2}{\sigma^2}<b\...
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### A basic question about hypothesis test and rejection region

If we want to test the hypothesis $H_0$: $\mu = 0$, where $H_a$: $\mu \neq 0$. Then the t statistic is $t=\bar{y}/(s/\sqrt{n})$ and 95% confidence interval is $\bar{y} \pm t_{.975}s/\sqrt{n}$ by t-...
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### Why use confidence interval for survival estimates?

I noticed that in most cases people use point estimate + 95%CI to describe survival estimates like the 3-year survival probability. Mean +/- SD is also a popular method to describe data, why do I see ...
1 vote
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### What can we conclude when the confidence interval for a regression line slope contains 0?

If my confidence interval, say $(-.4, .7)$, for a regression line slope contains $0$, I am looking for the strongest conclusion that I can make from that. Can I conclude that "there is no ...
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### Comparing margins of error of confidence intervals before and after new data is collected

Consider the following question: I have calculated: margin of error for the first 50 jumps is 0.127, margin of error for the last 10 jumps is 0.248, margin of error for all 60 jumps is 0.156. The ...
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### Two possible definitions of confidence regions: which one to choose?

Let's say you have a parameter vector $(p,q)$ consisting of two proportions, and you want to find a confidence region for the estimator $(\hat{p},\hat{q})$. Define \begin{equation} H(x,y,p,q)=\frac{n}{...
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### How to calculate P-value and 95% confidence interval in R for cross-sectional table

I am a newbie to statistics and R. Need someone's help to understand how to get a 95% confidence interval and p-value from the above data to test the null hypothesis that there is no difference in FUS ...
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### max subscription of 2 quantiles

I saw in literature the : $x^i_{\max(1-\alpha=0.01;\alpha=0.99)}$ which states that "is the maximum $(1-\alpha)$-quantile derived from the standardized empirical distribution of the same vector ... 64 views

### What is the relationship between confidence intervals that are build with bootstrapping vs t-distributions?

I've seen a few resources online that construct confidence intervals (CI) in different ways. One is through bootstrapping which essentially samples with replacement from a group of measurements and ...
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### confidence interval interpretation for new parameters

In the book "all of statistics" the author brings the following interpretation of confidence intervals with the following exmaple: Interpretation: "On day 1, you collect data and ...
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### Why aren't these sentences about confidence intervals equivalent?

Yes, I'm aware that there's similar/duplicated questions already open: Aren't these statements about confidence intervals equivalent? Why does a 95% Confidence Interval (CI) not imply a 95% ...
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### mean + 95 % confidence intervall versus boxplots

I am wondring about the use of boxplots versus mean with 95 % in a figure? A boxplot will give you median and you can add a notch to show the 95 % CI for the median so it is quick and easy to compare ...
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### Calculate probabilities with confidence intervals of integers exceeding certain values from a negative binomial regression model

I'm fairly new to negative binomial regression models, so I hope my question makes sense. So far, I already found this answer to this old question (https://stackoverflow.com/questions/22213315/how-to-...