All Questions
Tagged with confidence-interval variance
110
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Question about confidence intervals and prediction intervals
Considering following linear multiple regression model:
\begin{equation}
y=X\beta + e,
\end{equation}
where observations $y\in\Re^n$, coefficents $\beta\in\Re^p$ and $e\sim N(0,\sigma I)$ is a white ...
1
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139
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Bootstrap estimation of variance and C.I. in cases with small group of outliers
I have a given quantity, say $y_a$ which parametrically depends on $a$ value. I consider $N$ values for the $a$ parameter and, for each one take multiple measures of the corresponding $y_a$ (say $N_a$ ...
1
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Confidence interval for relative risk with uncertain incidences
The usual suggestion for computing a confidence interval for a relative risk estimate is to start from the variance:
$$
\text{CI}_R = R \pm z \cdot \exp \sqrt{\sigma^2_{\log R}}
$$
where $R$ is the ...
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133
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Bootstrapping variance in R gives weird shaped distribution- how to obtain confidence intervals?
this is the first time I've used bootstrapping so it's quite basic!
I'm trying to obtain confidence intervals for the standardised variance- defined as the variance over the square of the mean- across ...
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1
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How to compute the confidence interval for the Difference of Two Means with unknown variance?
I have to determine the 90% confidence interval for the difference of Two Means of expenses in products for the cleaning of Palace A and Palace B.
I have the following data: on a sample of 21 cleaners ...
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Calculate confidence interval for the population variance [duplicate]
Here is the problem:
When cheching the Chi squared distribution table, the it seems like in the solution the denominators should be switched, because for .025 quantile the value is 13.844 and for ....
1
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2
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2k
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Standard error of estimated sum or product mean
Updated question: Given two sample means ($\bar X, \bar Y$) and sample standard deviations ($S_X, S_Y$) with different sample sizes ($n_X, n_Y$), I want to calculate the standard errors ($SE_\theta, ...
4
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Calculating confidence intervals for the variance of the residuals in R
I have three variables:
Number of house sales
Month (in couples)
Region of a city (N-W-E-S)
and I want to calculate confidence intervals for the residual of the errors. So, given the data:
...
1
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0
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63
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Generating a confidence interval for the difference in standard deviation between two populations
Background
I've made a device which sizes potatoes, and one component in that device comes with a known error with respect to mean and standard deviation. I want to know whether my device - which ...
4
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2
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292
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Linear model – confidence interval for $\sigma$
I'd like to derive a $100\%(1-\alpha)$ confindence interval for $\sigma$ in a linear model $Y=X\beta+\epsilon$, $X$ - $n\times p$. I thought that I could make use of the fact that:
$\frac{RSS}{\sigma}=...
1
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How to estimate the confidence interval for a "predicted difference" from a quadratic model?
Assume you have past consumption levels $c_1, \dots c_n$ at times $t_1, \dots t_n$ and cumulated consumption levels $y_1=c_1, y_2 = c_1 + c_2, \dots y_n=\sum_{k=1}^{n} c_k$.
(I use the quadratic term ...
0
votes
1
answer
348
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Confidence intervals for averages of averages
Suppose we have an experiment involving $N$ independent samples of single variable functions, $y_1(t),...,y_N(t)$ where $$y_k(t) = \dfrac{1}{M}\sum_{j = 1}^{M} x_j(t); \ \ k = 1,...,N.$$ I am ...
1
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407
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Confidence Ellipsoids
I need help to understand and answer the following question.
I referred the following website to read about the confidence ellipsoids.
https://www.visiondummy.com/2014/04/draw-error-ellipse-...
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1k
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Pointwise standard error and confidence interval for a smoothing spline
I wish to generate confidence intervals for a smoothing spline using the pointwise standard error of $\hat{f}_\lambda(x)$. In particular, I am trying to construct the following interval: $$\hat{f}_\...
1
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2
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838
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If you know a normal distribution's population variance, does a sample variance tell you nothing about the sample's mean's confidence interval?
If I understand correctly (which I might not), if I know a normal distribution's population variance but not its population mean, and take just one sample consisting of three measurements, then no ...