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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.

-2 votes

How do I calculate the confidence interval for the product of two numbers (with their own CI...

There might be more formal solutions, but the simplest one is to use bootstrap. You can easily do it with most statistical packages. I recommend percentile bootstrap with at least 1,000 samples, thoug …
Giuseppe Biondi-Zoccai's user avatar
1 vote
Accepted

Why are all observations outside confidence intervals considered outliers?

Not noise, definitely. Outliers, possibly, depending on how you define them. In any case, it depends on the underlying phenomenon. If it is very skewed, then it's not unexpected that some observation …
Giuseppe Biondi-Zoccai's user avatar
2 votes

Confidence intervals for aggregated statistics

I would try with inverse variance weighting. Otherwise you can use bootstrap, but it would help knowing also how many measurements were taken per subject.
Giuseppe Biondi-Zoccai's user avatar
2 votes
Accepted

How to calculate confidence interval when data is nominal?

The sample size is so small that creating a 95% (or 99%, for what matters) confidence interval is practically almost irrelevant, so you could easily disregard what follows, if you want really to infor …
Giuseppe Biondi-Zoccai's user avatar
1 vote

compute 95% confidence interval for predictions using a pooled model after multiple imputation?

I recommend you to simply follow Rubin's rule, as spelled out in page 4 of this paper by Dong and Peng, SpringerPlus 2013: http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3701793/pdf/40064_2013_Article_ …
Giuseppe Biondi-Zoccai's user avatar
-1 votes

Anova and post-hoc's vs CI's

Confidence intervals (CIs) and p values are two ways of looking at the same thing in a frequentist framework: effect size in light of variability. CIs are built for instance as mean +/- standard err …
Giuseppe Biondi-Zoccai's user avatar
1 vote
0 answers
190 views

Most reliable method to compute 95% confidence intervals of proportions for small samples

I am planning a prospective trial for CE mark of a new cardiovascular device, and wish to use 95% confidence intervals to present, once data are collected, the inferential estimate for the occurrence …
Giuseppe Biondi-Zoccai's user avatar