# Tag Info

## New answers tagged confidence-interval

1 vote

### Estimating maximum effect size and Skillings-Mack test

In the end I went with two approaches, one more data specific, and one more generic. Data specific In my particular example, if there are between group differences, then it's most likely that there is ...
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### Does Bootstrapping the Test Set Provide a Real Error Confidence Interval?

Based on the linked thread, I wonder if you might be interested in a prediction interval rather than a confidence interval. A prediction interval is one that contains the prediction error in, say, 90% ...
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### What uncited method is being used to test for lead water pipes in the US?

A couple of references I found: ASTM standard Research Article with good references The state of Colorado paper seems to parallel this one from Michigan It references this group's work with this ...
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### How can I calculate the weight of a study for meta-analysis?

Note that for this kind of weighting for a measure like the relative risk (i.e. you already have the estimates and their confidence intervals), the variance is simply defined as the standard error ...
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### How can I calculate the weight of a study for meta-analysis?

Right-ish. You've described a fixed-effects regression. Generally a random effects regression is more appropriate. You estimate this using software - there are lots of options, but my favorite is the ...
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1 vote

### Do 95% Confidence Invervals use +- 1.96 standard error or standard deviation?

Others have already answered which you need, standard deviation or standard error, but to form the appropriate weights you need the inverse of the sampling variance not its square root, still less the ...
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### Do 95% Confidence Invervals use +- 1.96 standard error or standard deviation?

The formula for a 95% CI based on the a normal distribution is: $\mu \pm 1.96 \times se$ = $\mu \pm 1.96 \times \frac{sd}{\sqrt{n}}$, so you can use the standard error (se) or calculate the standard ...

### Do 95% Confidence Invervals use +- 1.96 standard error or standard deviation?

A standard deviation (SD) quantifies variability among a set of values. A standard error (SE) quantifies the precision of a parameter you estimated by a statistical calculation. The parameter could be ...
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### What is the difference between pointwise confidence interval and uniform confidence interval in econometrics?

Just saw some webpage and realize if i use band as keyword instead of interval, i can find the definition, here is the wiki explanation for who might as well trying to figure out
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### linear Combination of Normal and T-Distributions

What you have is a mixture distribution, and that the components of the mixture are normal and t is irrelevant. Let $F$ and $G$ be two cdfs (cumulative distribution functions) and consider the mixture ...
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### Is there a formula for the 95% confidence interval for the Skellam distribution or difference of two Poisson r.v.'s?

You can probably get away with the typical $$\bar{x} \pm z_{1-\alpha/2} \dfrac{\widehat{s}}{\sqrt{n}} \>.$$ The poisson with $\lambda\approx 20$ is very nearly normal (see below) so you can ...
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Accepted

### Bootstrap confidence intervals: proving correctness

How you prove this depends on your statistic $\theta$; there are complicated and straightforward versions depending on how difficult $\theta$ is. Fundamentally, though, the bootstrap works by the ...
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As explained in the comments, you seem to be trying to approximate the 97.5th percentile of these distributions (i.e. the value $c$ so that $\int_{-\infty}^c\text{pdf}(x)=0.975$). I'm not sure if you ...