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5
questions
2
votes
1
answer
95
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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
0
votes
0
answers
1k
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Pointwise standard error and confidence interval for a smoothing spline
I wish to generate confidence intervals for a smoothing spline using the pointwise standard error of $\hat{f}_\lambda(x)$. In particular, I am trying to construct the following interval: $$\hat{f}_\...
- 556
1
vote
0
answers
256
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Confidence interval for population variance and chi-square distribution [closed]
At present, i am reading the e-book by Robert L. Mcdonald(Professor of Finance,Northwestern University's Kellogg school of Management) named $"Derivatives Markets" 3rd Edition.$ In that book, I didn'...
- 1,216
3
votes
1
answer
135
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Which one is the correct formula of confidence interval of variance?
I got the following formula of confidence interval of variance in this site
$$\frac{(n-1)s^2}{\chi^2_{1-(\alpha/2),n-1}}<\sigma^2<\frac{(n-1)s^2}{\chi^2_{(\alpha/2),n-1}}$$
And this following ...
- 1,705
3
votes
2
answers
247
views
Interval estimation of $\sigma^2$ with the reliability of $95\%$
I got these values from the measurement by a telescope:
20.1, 20.2, 19.9, 20, 20.5, 20.5, 20, 19.8, 19.9, 20.
I know that the actual distance is 20 km and the error of the measurement is not affected ...
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