All Questions
Tagged with nonparametric confidence-interval
57
questions
3
votes
1
answer
664
views
How to estimate the confidence interval of the difference of means?
I have two sets of measurements (repeated measurements of two processes, let's call them $X=\{X_i\}_{0...n}$ and $Y=\{Y_i\}_{0...m}$), and I would like to estimate (with confidence interval) the ...
0
votes
0
answers
71
views
How can I calculate $\mu_x/\mu_y$ using Jackknife?
I have difficulties in calculating confidence interval using Jackknife.
Suppose that I have two independent samples and I do not know both their population distributions.
I understand how to ...
- 1
0
votes
0
answers
47
views
General way to construct a confidence interval for a unknown constant to which a sample estimator converges
Assuming that a sample estimator converges to some unknown constant (a wild assumption to be sure) and without assuming the distribution of either the sample estimator or the variables from which it ...
- 280
4
votes
2
answers
6k
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Is it possible to calculate a confidence interval related to a significant p value from the kruskal wallis test?
I have run the nonparametric Kruskal Wallis test with pairwise comparisons in SPSS to understand if my 3 groups of survey participants were different in their responses to a range of 5 point ordinal ...
- 53
1
vote
0
answers
57
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Confidence intervals for collision probabilities
I have some random variable $X$ taking values in $\mathbb{N}$. $X$ has finite support (and so bounded mean, variance, etc) but of unknown size. Beyond that I know very little about its distribution.
...
- 111
6
votes
1
answer
2k
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Plotting non-parametric (E)CDF confidence envelopes for comparison
I have previously asked about a way to test whether two samples are drawn from the same distribution (Non-parametric test if two samples are drawn from the same distribution). I was very glad to learn ...
- 467
1
vote
0
answers
103
views
How to analyze a prediction interval inside another prediction interval
For those who know something about statistics,
I'm wondering how to analyze a prediction interval encompassing other prediction intervals. To provide some background, I'm not talking about confidence ...
- 11
2
votes
0
answers
720
views
Confidence interval for Mann-Whitney test (Hodges–Lehmann estimator)
Does anybody knows how to calculate the confidence interval using normal approximation for the Hodges-Lehmann estimator (median of Y-X)?
This is how Minitab performs calculation, but I cannot find ...
- 581
11
votes
1
answer
14k
views
How is the confidence interval built when executing the Wilcoxon.test in R?
I want to calculate the confidence interval around the median obtained from this data set:
...
- 283
1
vote
1
answer
3k
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Confidence Interval (CI) calculation of Monte Carlo-simulated non-normal data
I’m trying to identify the 95% confidence interval of either the mean or the median of non-normal data generated through Monte Carlo simulations using R. I’ve already applied both the bootstrapping ...
- 13
1
vote
0
answers
105
views
Bootstrap resampling
I have a question with regard to non-parametric bootstrap re-sampling analysis.
I have a sample of n=200 values, and I have performed a bootstrap re-sampling creating 10.000 samples of the same n=...
1
vote
0
answers
1k
views
Confidence interval on the maximum value of a sample?
Is there any test (preferably without assuming any distribution) that can give us a confidence interval on the maximum value of a (small) sample?
context:
I am trying to get some estimate of upper ...
1
vote
0
answers
83
views
Hypothesis testing in the comparison of two Gaussian ratio distributions
tldr:
This question summarizes mine in a more concise way
I am struggling with this seemingly trivial question that goes as followed:
The data are time points at which 50% of my yeast culture has ...
- 11
6
votes
1
answer
1k
views
Is there a non-boostrap way to estimate confidence intervals for Kernel regression predictions?
Simple problem of estimating:
$$ y = f(x) + \epsilon $$
Where I use your standard Nadaraya-Watson Regression to guess $f(x)$. This is relatively fast and works well even in an online setting.
Now I ...
- 1,108
1
vote
0
answers
613
views
Testing difference between two portions of a time series with Chebyshev Theorem
I have a time series which presents two different patterns during time. These patterns are related to two different events that happen during the experiment.
I can manually select the temporal ...
- 11