All Questions
9
questions
3
votes
3
answers
157
views
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
10
votes
3
answers
715
views
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
0
votes
1
answer
53
views
Evaluating randomized algorithms on randomized problem instances
Suppose we want to compare the performances of two algorithms — call them A and B — on a problem X. In particular, suppose that we want to evaluate the algorithms on random instances of X drawn from ...
2
votes
2
answers
58
views
How can I confidently state the error of a specific test is within a range with a 95% confidence interval
I have a test that provides values with known amounts of error. For instance the error on the test
(Value - TrueValue) = -7.62, -9.33, -8.36, -9.79,-10.45, -9.51, -10.83, -10.64, -9.96, -10.30
I want ...
0
votes
0
answers
166
views
Question about confidence intervals and prediction intervals
Considering following linear multiple regression model:
\begin{equation}
y=X\beta + e,
\end{equation}
where observations $y\in\Re^n$, coefficents $\beta\in\Re^p$ and $e\sim N(0,\sigma I)$ is a white ...
- 235
1
vote
2
answers
2k
views
Standard error of estimated sum or product mean
Updated question: Given two sample means ($\bar X, \bar Y$) and sample standard deviations ($S_X, S_Y$) with different sample sizes ($n_X, n_Y$), I want to calculate the standard errors ($SE_\theta, ...
1
vote
1
answer
63
views
Confusion about confidence interval
So far I understand, confidence interval (for mean) is defined by treating the sample mean as a proxy for population mean and then finding a interval where the true mean will be in certain percentage ...
- 535
6
votes
1
answer
146
views
Error bars on log of big numbers
I am calculating a quantity of the following form:
$\mu = \log( \frac{1}{n} \sum_{i=1}^{n} e^{\phi(X_i)} )$
via MC. $X_i$ are iid and I can sample them. I want to give error bars\ confidence ...
- 2,634
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 ...
- 141