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A proportion is the fraction of some total that is of a particular kind, either (i) as a count of one type of thing out of a total count, or (ii) as a component of a continuous variable.
3
votes
Accepted
How to embed measurement uncertainty in a two-proportion z-test?
It can help to survey the scene: that is, to understand the consequences for your decision of the possible states of affairs.
The missing information can be described by two integers: $m$, the number …
7
votes
Accepted
Confidence interval for probability equal to 0
One (standard) interpretation of this question is that you seek a randomized sampling procedure that has at least a 95% chance of including at least one bad apple, should there happen to be a bad appl …
4
votes
Accepted
Hoops in a Field
This question comes up in analyses of spatial relationships, especially in studying edge effects in spatial statistics. The answer depends intimately on the shape of the field, the shape of the water …
9
votes
Accepted
Why is the standard error of a proportion, for a given $n$, largest for $p=0.5$?
The proportion of silver balls in the urn is $p$ (but this is not the "proportion" we will be talking about).
This urn provides a way to model a Bernoulli Trial. … A Simple Intuitive Analysis
It is clear that we should expect the proportion of successes in the experiment to be close to $p$. …
14
votes
Is there a reference that legitimises the use of the unpooled z-test to compare two proporti...
The unpooled variance tends to be too small. This is because under the null hypothesis there will still be chance variation in the two observed proportions, although the underlying probabilities are …
16
votes
Accepted
How to calculate the standard error of a proportion using weighted data?
In a simple random sample $X_1, \ldots, X_n$ where each $X_i$ independently has a Bernoulli$(p)$ distribution and weight $\omega_i$, the weighted sample proportion is
$$\bar X = \sum_{i=1}^n \omega_i … X_i.$$
Since the $X_i$ are independent and each one has variance $\text{Var}(X_i) = p(1-p)$, the sampling variance of the proportion therefore is
$$\text{Var}(\bar X) = \sum_{i=1}^n \text{Var}(\omega_i …
3
votes
Reason for discrepancy in calculated $\chi^2$ value in this right-side preference while kiss...
Nothing.
One way to tell is to apply a better test. The null hypothesis is that each observation independently has a $1/2$ chance of being "right" and a $1/2$ chance of being "left." The total of th …
2
votes
Predicting proportions from time with a discontinuity
James' approach looks good: each observation, according to your description, might have a Binomial(n[i], p[i]) distribution where n[i] is known and--to be fully general--p[i] is a completely unknown f …
8
votes
Accepted
Smoothing a time series of ratios
It would be erroneous to compute the ratios of the smoothed counts, because it's possible many of the ratios would not be true proportions--they could (easily) wind up outside the valid range from $0$ …
2
votes
Accepted
Check outliers in a set of proportions
Let's explore the possibilities by looking at a wide range of possible values of the spam proportion $p$. …
7
votes
Accepted
How do I calculate the proportion of smaller squares covered by a larger circle?
This question asks how to construct a rasterized two-dimensional kernel for a circular uniform distribution.
The underlying mathematical problem is this: given a planar circle $R$ and a rectangle $X, …
2
votes
Accepted
How to show that $\pi^*_i \pi^*_j - \pi^*_{ij} = \pi_i \pi_j - \pi_{ij}$ in a probability sa...
Draw a picture.
This is a Venn diagram of the two events $\mathscr{i}$ (unit $i$ is included in a sample) and $\mathscr{j}$ (unit $j$ is included in a sample). On it I have posted the inclusion proba …
4
votes
Accepted
Maximum entropy distribution of a proportion with known mean and variance? Is it a beta?
It's a truncated Normal distribution. This is a consequence of Boltzmann's Theorem.
The following analysis provides the details needed to implement a practical solution.
A Normal$(\mu,\sigma)$ di …