All Questions
Tagged with confidence-interval variance
110
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How to calculate the standard deviation of a sample and its 95% CI if I know the variance and its 95% CI?
I apologize if my question is extremely simple, but you know my name.
I have only the variance of a sample and its 95% confidence intervals, nothing more, nothing less.
Please correct me if I am ...
1
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0
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87
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What are meaningful ways to interpret Monte Carlo-simulated non-normal data?
My question relates to Confidence Interval (CI) calculation of Monte Carlo-simulated non-normal data
As answers and comments to that question show the confidence interval for the given distribution ...
- 113
2
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0
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How to appropriately scale confidence intervals
Suppose I have a point estimate and its standard deviation: $\mu_1 = 0.3$ ($\sigma_1 = 0.1$). I know sample size $n_1 = 100$, so its Wald CI is $[0.3 - 1.96 \times 0.1/10 = 0.28, 0.3 + 1.96 \times 0.1/...
- 2,909
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How does the individual variance of a match of a game affect long term stat confidence?
I play a 1v1 game mode where opponents shoot a giant football at each others goal.
I wish to increase my shots defended decimal.
...
- 73
1
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0
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568
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Python forestci.random_forest_error return negative value
After running a out sample prediction using randomforestregressor, I need to construct a confidence interval for the predictions. The rational behind it is to give the business side a sense of what ...
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1
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1
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Why do we include the variance of $\epsilon$ for the variance of predicted values? (normal linear models)
Suppose I have a normal linear model $Y = X\boldsymbol{\beta}+\epsilon$, $\epsilon \sim N(0,\sigma^{2}I_{n})$. Given covariates $x_{*}$ and estimated parameter vector $\hat{\boldsymbol{\beta}}$, I ...
- 649
3
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Variance estimator of Bernoulli RV (in CI)
Assume n samples from Bernoulli distribution with unknown parameter p,
i. e. $x_{1},....,x_{n}\underset{iid}{\sim}Ber\left(p\right)$
It is known that the confidence interval is given by:
$CI=\hat{...
- 232
0
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1
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93
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Evaluating A/B test using confidence intervals
I have a situation where I worked on two different flavors of a website say A and B (using some fictitious numbers for illustration). For A the amount of time spent by users went up by 1% for 1 ...
- 119
2
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1
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373
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How to obtain variance of proportion given its point estimate and 95% CI
Suppose I have a proportion estimate and 95% CI: 0.39 (0.28, 0.58), how would I obtain the variance?
Typically 95% CIs are defined as $0.39 \pm 1.96\cdot SE = (0.28, 0.58)$. And suppose I know that ...
- 2,909
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223
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Narrow confidence interval for variance
When we have an estimate of the variance $s^2$ obtained from $n$ observations, $x_1, x_2, \dots, x_n$, we can calculate a 95% confidence interval of the true variance
$$\left( \frac{(n-1)s^2}{\chi^2_{...
- 1,097
3
votes
2
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Confidence interval for one-sample effect size: effect of uncertainty of variation?
I have a one sample t-test (against null-hypothesis value 0) for which I would like to calculate the confidence interval on Cohen's d. I know the formula for Cohen's d (sample mean minus zero all ...
- 913
1
vote
1
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355
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Confidence Interval derivation
I am predicting a "yearly cumulative variable" from monthly results.
I use $Y_j = \sum_{i=1}^j (X_i) / f_i$ where $j$ is the current month.
I know the $f$ from history; e.g. January = .073, ...
- 11
0
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1
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97
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Intuition for estimating population standard deviation
I know how to estimate population standard deviation using a chi square distribution, but I don't know why it works. I'd like to have an intuition for the why.
I've tried googling around. I always ...
- 152
2
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1
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129
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Variance Ratio Test in Minitab
I have two samples, each of size 18 observations. In the first, the SD is 10 and in the second it is 3. I wish to test the hypothesis that the variance ratio is 4, vs. the alternative that it is not 4,...
- 785
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How can I obtain the 95% confidence interval for the variance of a random effect?
After running a linear mixed model, I want to obtain the 95% confidence interval for the variance estimation of my random effect. The function confint() in R gives ...
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