All Questions
Tagged with confidence-interval variance
110
questions
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How to Calculate the Variance of the Aggregate of a Bernoulli Process Given Known False Positive and False Negative Rates
I have $n$ sensors which output either $0$ or $1$. These sensors have known measurement error reflected by a false positive rate, $fpr$ and false negative rate, $fnr$. In my case, $fnr > fpr$.
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2
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What is the impact of duplicate data on the variance of regression coefficient? [duplicate]
What is the impact of duplicate data on the variance of the regression coefficient?.
Does increasing the size of data always certainly decrease the variance of the model coefficients?
Suppose I have ...
- 223
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1
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106
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Are there possibilities to determine 95% confidence interval for right skewed data?
The dataset that I'm using for my thesis is right skewed. It is about lead times (days) I tried log10 transforming it in SPSS but it still does not meet the requirement p>0,05 (Shapiro-wilk). So ...
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100
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What is the confidence interval of consecutive subsampling
I have a situation where I do consecutive subsampling from an original population and I'm trying to figure out what the final confidence interval would be. I know that Var(A,B) = Var(A) + Var(B) if A ...
- 121
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53
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Evaluating randomized algorithms on randomized problem instances
Suppose we want to compare the performances of two algorithms — call them A and B — on a problem X. In particular, suppose that we want to evaluate the algorithms on random instances of X drawn from ...
0
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1
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80
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Calculating variance / standard errors for a Weighted Repeat Sales model
I'm writing an implementation of the Case-Shiller Real Estate Index, which is based on a variation of the weighted least squares, except for the introduction of a dummy matrix Z. I've calculated the ...
- 101
2
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2
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58
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How can I confidently state the error of a specific test is within a range with a 95% confidence interval
I have a test that provides values with known amounts of error. For instance the error on the test
(Value - TrueValue) = -7.62, -9.33, -8.36, -9.79,-10.45, -9.51, -10.83, -10.64, -9.96, -10.30
I want ...
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128
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Confidence interval for exponentially distributed estimator
We have an estimator $\hat{\theta}\geq 0$ for $\theta$, with distribution function $P\{\hat{\theta}\leq t \}=1-e^{-t/\theta}$, which we can recognize as the cdf of the exponential distribution. Our ...
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1
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180
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Deriving a confidence interval for the variance $\sigma^2$ of a non-normal distribution
If $X_1, \cdots, X_n$ are normally distributed, the Student's Theorem asserts that the pivot variable $$\frac{(n-1)S^2}{\sigma^2}$$ is distributed $\chi^2(n-1)$. Then suppose I can find constants $a$ ...
1
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1
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556
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Confidence interval calculation: why sometimes the SD is dividted by the sqrt of sample size, and sometimes not?
I have trouble understanding the following:
Looking how reference ranges for laboratory values are calculated, I found the following:
In our sample of 72 printers, the standard error of the mean was ...
- 95
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28
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Where does (co)variance come from in a linear (OLS) regression?
Given that linear models can be solved exactly via calculus, how is it possible to define a variance for the parameters ($\mathbf{a}$) which minimize some error function? say $Err=(o_i-f(x_i; \mathbf{...
- 143
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0
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45
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Practical use for heritability value at sub-population level?
For me as a layperson, heritability is something that much smarter people than me calculate, and there are several questions already on the forum about how to do that (eg, this and this). I ...
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1
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1
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160
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How to calculate errors of best value of parameters that obtained from MCMC method and observational data
I had a model and some observational data. I used MCMC method to obtain the best value of free parameters and used some coding to plot contours of 1 to 3 sigma confidence levels (as you see in the ...
0
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2
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231
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Estimate confidence interval for the variance of whatever population distribution
Given a sample of the variable $X$ = ($X_1$, .., $X_n$).
If the $X$ follows a normal distribution, I know that we can estimate the confidence interval of the variance of $X$ by using the $\chi^{square}...
1
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0
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66
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What are the implications of a low coverage in multiple imputation?
When testing multiple imputation algorithms in simulations, the bias of the examined estimates and the 95% coverage rate are often used as a quality metric. I understand that it is generally ...
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