All Questions
5
questions
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
2
votes
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-...
1
vote
0
answers
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
votes
1
answer
126
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Calculating the error or variance in $p$ when fitting a binomial distribution to data
I have data fitting a binomial distribution with $n$ total observations and m positive observations. My estimate of $p$ is $\frac{m}{n}$, but is there a way I can estimate the error or variance in $p$?...
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28
votes
3
answers
4k
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Confidence Interval for variance given one observation
This is a problem from the "7th Kolmogorov Student Olympiad in Probability Theory":
Given one observation $X$ from a $\operatorname{Normal}(\mu,\sigma^2)$ distribution with both parameters unknown, ...
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