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1 vote
0 answers
100 views

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 ...
Malte Jensen's user avatar
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_{\...
poli-sci's user avatar
6 votes
2 answers
3k views

Putting a confidence interval on the mean of a very rare event

I'm simulating an extremely rare event (the detection of weighted photon packets in a highly absorbing material). For example, I may simulate the transmission of 1e9 photons and only detect 10 of them ...
gallamine's user avatar
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