Questions tagged [confidence-interval]
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.
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Why are confidence intervals valid? [duplicate]
Recently, I began my statistics journey to understand the field better. Previously, my experience with statistics consisted of memorizing formulas, conditions, and applications of the latter. While ...
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confidence intervals for proportions containing a theoretically impossible value (zero)
This is really a hypothetical question not related to an actual issue I have, so this question is just out of curiosity. I'm aware of this other related question What should I do when a confidence ...
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confidence interval and rejection
Assume I have a data sample $X_{1}, \dots X_{n}$ from a normal distribution. Then, we consider the following hypothesis
$$
H_0: \quad \mu = \mu_{0}
$$
and alternative
$$
H_1: \quad \mu \neq \mu_{0}
$$
...
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Confidence intervals when using stratified proportionate random sampling
I have hypergeometric distribution with population size N. I need to estimate population proportion p. I would like to use confidence interval.
I have also three non-overlapped groups in my population....
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Worst-case analysis using confidence intervals
I need to state something about the minimum expected value of the population with a certain confidence, and I'm not sure if I understand the process correctly.
Say I have a process with a strict ...
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How to calculate confidence interval using the delta method in R?
I'm trying (struggling) to calculate the delta method for a confidence method in R. Does anyone know how to do it? Any advice would be most welcome.
In the literature, there's a simple IV/2SLS model ...
Sam
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Notation to report the measurement of a parameter
The estimation of a parameter ($p$) is customary reported in Physics and other fields with,
$ p = \hat{p} \pm \Delta p$,
where $\hat{p}$ is an estimator, and $[\hat{p} - \Delta p, \hat{p} + \Delta p]$ ...
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How to actually use the Empirical Influence Function for BCa Bootstrap Intervals?
In the course of seeking reassurance for another part of a hobby analysis* I found a stack answer which mentioned The Jackknife, the Bootstrap and Other Resampling Plans (Efron, 1980). Having managed ...
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Interpreting differences between confidence intervals with and without adjustment for clustering. Should those from adjustment be wider?
I am trying to interpret an article involving data from a cluster randomised trial, where the confidence intervals for effect sizes are said to have been adjusted 'using the standard errors of the ...
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How to express the uncertainty in the OR of a right-tailed Fisher's exact test?
Many OR (odds ratio) visualizations show 95% confidence intervals expressing uncertainty like on the left panel in figure below.
However, in genomic overrepresentation analysis right tailed Fisher ...
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Intercept significant, but confidence intervals around its standardized β include 0
I ran a HC (‘robust’) regression. The intercept is significant, which is reflected in the confidence intervals around the unstandardized betas. However, the CIs around the standardized β are quite ...
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Prediction bands for weighted linear regression
For a linear regression of $x_i, y_i,$ we know that the confidence intervals are:
$$\hat{y} \pm t \cdot s \sqrt{ \frac{1}{n} + \frac{(x - \bar{x})^2}{\sum (x_i - \bar{x})^2} }$$
and prediction bands:
$...
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Extract credible/confidence interval of a threshold in a Bayesian posterior draws distribution [closed]
I have a Bayesian model created through bayer package in R on which I need to calculate confidence/credible intervals for a ...
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Predicting cost for several options and then choosing the cheapest option
I created an ML model that predicts the cost of shipping an order in our online store.
For each order placed, there is a variable number of methods (up to 10) available to ship. So for one order, ...
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Expected Value Chi Square distribution
I'm trying to simulate the distribution from the sample variance $s^2$ and compare it with the theoretical distribution.
Therefore, I perform a fairly simple simulation (upfront, I'm not a ...
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