All Questions
Tagged with confidence-interval variance
43
questions with no upvoted or accepted answers
4
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0
answers
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Confidence Interval vs Credible Interval for the Variance
I understand the conceptual difference between confidence and credible intervals. But I have difficulties applying these concepts to my application.
I would like to know the concrete difference ...
- 425
2
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0
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74
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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, $fnr > fpr$.
...
2
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1
answer
205
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Can the variance of a U-statistic be of the order $O(\frac{1}{n^2})$?
It is not that easy to find estimators $T_n$ such that $\mbox{Var}[T_n] \sim O(n^{-B})$ with $B = 2$. In most cases, $B=1$.Here $n$ is the sample size. It seems, according to this paper on U-...
2
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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
2
votes
1
answer
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
2
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0
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1k
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Confidence Interval in Monte Carlo integration
I want to integrate
$\int_{\mathbb{R}_+}\mathbb{1}_A(x) d\mathbb{P}(x)$, in other words I am interested in $\mathbb{P}(A)$. I did this numerically with two Monte Carlo steps.
First, I drew, say a ...
- 387
1
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0
answers
23
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Metric for run-to-run consistency of time series data
If I run $n$ samples of a physical experiment, I expect to see roughly similar time vs. position plots but with slight variations run-to-run. What are good statistical metrics to quantify the ...
- 11
1
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0
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26
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Probability that both the mean and sample variance are both covered by their respective confidence intervals?
I am given the question: "What is the probability that both the mean is in its confidence interval for confidence level a and the variance is in its confidence interval for confidence level a?&...
- 11
1
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0
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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
1
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0
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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 ...
- 85
1
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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 ...
- 111
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 ...
- 11
1
vote
0
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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 $N_a$ ...
- 21
1
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56
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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 ...
- 111
1
vote
2
answers
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, ...
