All Questions
10
questions
2
votes
1
answer
2k
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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
0
votes
1
answer
106
views
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 ...
- 1
4
votes
2
answers
292
views
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}=...
- 390
2
votes
2
answers
132
views
Computing the confidence interval for two samples but getting slightly different answers
Consider two samples $X_1,..,X_k$ and $Y_1,..,Y_m$ where $X_i \sim \mathcal{N}(\mu_x,\,\sigma^{2})\,$ and $Y_i \sim \mathcal{N}(\mu_y,\,\sigma^{2})\,.$ Say $k=m=100$ and $k+m=n$. Say that the ...
- 43
1
vote
1
answer
8k
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How to find confidence interval for variance?
Well, I'm taking a statistics class online, and the problem goes like this:
Drug concentrations (measured as a percentage) for 25 randomly selected tablets are shown in the accompanying table. For ...
- 11
0
votes
1
answer
24
views
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
vote
1
answer
1k
views
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
2
votes
1
answer
1k
views
Confidence interval for the variance when we know the mean of the population
We have $n$ random samples from a population which has normal distribution, and the mean of the population is known.
How do we change the procedure of finding a confidence interval for the population ...
- 21
1
vote
0
answers
70
views
Confidence interval of a half-circular parameter
I am modelling two dimensional ovals on a two dimensional plane. Each oval is defined by five parameters, namely x, y, s1, s2, t where ...
- 113
5
votes
2
answers
519
views
Understanding the role of the chi-squared distribution in the confidence interval for the variance
In my textbook they have this inequality:
$$ \chi_{1-\frac{\alpha}{2}}^2 < \frac{(n-1)s^2}{\sigma^2} < \chi_{\frac{\alpha}{2}}^2$$
which later becomes this statement:
$$\frac{(n-1)s^2}{\chi_{\...
- 61