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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.

1 vote

population proportion confidence interval

It could be viewed as an application of the plug-in principle: basically, you present the value you are interested in estimating as a functional of the underlying distribution $F(x)$, and then replace …
Evgeniy Riabenko's user avatar
6 votes
1 answer
369 views

Confidence interval for the biggest difference between means

I have a number of samples $X_1,\ldots,X_n $ from Gaussian distributions centered at $\mu_1,\ldots,\mu_n $ respectively. I need to construct a confidence interval for the biggest difference between me …
Evgeniy Riabenko's user avatar
1 vote
Accepted

Confidence interval for difference of means for TukeyHSD vs two-sample t-test?

Looks like in your example t-test interval is not adjusted for multiplicity. The quote in bold implies that Bonferroni-adjusted t-test interval would be wider that TukeyHSD's - it's because Bonferroni …
Evgeniy Riabenko's user avatar