All Questions
Tagged with confidence-interval variance
110
questions
2
votes
1
answer
141
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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 ...
- 33
5
votes
1
answer
45
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In Regression Through the Origin, why do the CIs of the slope depend on datapoints with zero x value?
I'm working with a Regression Through the Origin model as described in this reference.
The model is $Y_i = \beta X_i + \epsilon$ and the least squares estimate of $\beta$ is $\hat\beta = \frac{\sum ...
- 151
1
vote
1
answer
68
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Difference between F-test and confidence intervals on variance estimates
Given n samples from a normally-distributed variable X, we estimate variance as $s^2=\frac{1}{n-1}\sum{(x_i - \bar{x})^2}$. We can also get a confidence interval for such a variance estimate as:
$$...
- 1,152
0
votes
0
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52
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Propagation of confidence interval through subtraction of variance estimates
Consider a biochemical method which is sensitive to the concentration of reagent A.
The method produces a signal with variance var(method) when reagent A is repeatedly sampled from the same stock (no ...
- 21
3
votes
3
answers
154
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Shouldn't we consider the difference in variance between population and a sample while calculating confidence intervals?
To comprehend the concept of confidence intervals, I came up with an example. I want to share it here for your better understanding what my question is all about.
Suppose, we want to figure out what ...
- 35
1
vote
0
answers
21
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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
0
votes
0
answers
54
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Variance of powers of a standard normal random variable
To predict growth of money in a stock market I try to calculate expected return over a longer timeframe (e.g. 30 years) with a confidence interval. The simple math of taking an average stock market ...
- 139
4
votes
2
answers
307
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For non-normally distributed random variables, why does $[\mu - 1.96 \sigma, \mu + 1.96 \sigma]$ contain $\approx$ 95% of the distribution?
My question is, if you take a random variable $X$ with an arbitrary distribution, which has a known and well defined mean & variance, then why does the following interval contain $\approx 95\% $ ...
- 810
10
votes
3
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702
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How to get confidence interval for the population variance?
I have data that is reasonably assumed to be iid samples from some distribution. Our goal is to put a confidence interval on the population variance. Notationally, we have IID $X_i, i = 1, ..., n$ ...
- 483
1
vote
1
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124
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How to calculate the p-value of a log-odds ratio, given that the variance depends on the observed frequencies?
I am a bit confused about how people calculate p-value when calculating odds-ratios.
The log-odds ratio (LOR) for a contingency table with two entries is $L = \log \frac{p_{1}}{p_{0}}$ and has an ...
- 130
0
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0
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34
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Why are published stats generally given as +/- standard deviation?
I've been wondering why most publications give stats as mean +/- standard deviation, even for things like measurement devices, where reproducibility is a major concern. (E.g., for a given sample, our ...
1
vote
0
answers
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
2
votes
2
answers
1k
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Confidence Intervals for Odd's Ratio? [duplicate]
I am an MBA Student and I am trying to understand how to calculate the Confidence Interval for an Odd's Ratio. Our professor gave us this link (https://www.ncbi.nlm.nih.gov/books/NBK431098/) which ...
0
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0
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25
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Variance in a confidence interval for a percentage in a survey sample
I'm teaching an undergrad class on survey sampling (not in the stats department) for the first time. This seems like a very basic question that I should know the answer to, but I can't find it ...
- 61
2
votes
1
answer
95
views
I'm stuck in a part of an exercise where I'm asked to find a variance so that its confidence interval is within some bounds
I'm trying to complete an exercise from my book, asking me to find
the variance to allow a sample of 49 items (that follows a normal law)
to stay in bounds of one confidence interval, at 95% of ...
- 243