All Questions
Tagged with nonparametric confidence-interval
57
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How find confidence regions for multivariate ( or at least bivariate) distributions other than Normal
I am looking for a method which is able to find confidence regions in multivariate distributions with $(1-\alpha)\%$ probability of occurrence. What I mean by probability of occurrence is that, the ...
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42
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Is there a reliable nonparametric confidence interval for the mean of a skewed distribution?
Very skewed distributions such as the log-normal do not result in accurate bootstrap confidence intervals. Here is an example showing that the left and right tail areas are far from the ideal 0.025 ...
- 95.9k
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In a permutation test, how to get a confidence interval for the estimated p-value? [duplicate]
Suppose that I have two groups of data of size $50$ and $51$. Assuming that I did an approximate Monte Carlo permutation test with 10,000 permutations randomly drawn, is there a way to find a ...
- 2,107
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Non-parametric proportion confidence interval with high N
Is there an equation for finding a confidence interval of the sample proportion from a nonparametric dataset? I can't seem to find anything that answers that question in a straight-forward way. (By ...
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What is the general relationship between L.S.A. CI and the exact CI in the sign test?
We know that we can use the large sample approximation in calculating the confident interval of the median(location) of the sample distribution in the Fisher's sign test. We can, at the same time, ...
- 2,480
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Confidence intervals for Kendall's tau
I am working on some stats coursework, and have non parametric bivariate data. n=19, so small sample. There are a number of tied ranks, so I'm planning to use Kendall's tau rather than Spearman's rho, ...
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167
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Confidence intervals for a curve with bootstrapping
I am estimating y= az + f(x) in a semi-parametric way. I want to compute the standard error for the estimated coefficient for a ...
- 271
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Confidence intervals for median from Wilcoxon signed rank statistic
We are given the sample $X_1, ..., X_n$ from a common distribution with median $\mu$. Using Wilcoxon's signed rank statistic, how can I construct a confidence interval in terms of the order statistics ...
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Paired samples or independent sample hypothesis test for two time periods
I want to know if employees in an organization are surveyed in 2013 and again in 2014 if the samples from the two time periods are considered related and dependent or independent if they are asked the ...
- 275
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623
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Estimating the 95th percentile of nitrate data using non-parametric Weibull method, with associated confidence intervals in R
I am currently involved in a project where I have to estimate the 95th percentile of nitrate data from different sample points, using the non-parametric Weibull method, to see if it breaches the ...
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How to pool the interquartile range for an arbitrary distribution?
Let's say that I want to estimate the temperature in an annulus-like region. I split the annulus into four equal sectors (sectors 1,2,3, and 4) with $n_i$ being the number of measurements in sector $i$...
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How to calculate confidence interval for difference (or ratio) of two different time series?
I have two time series which are sampled at the exact same times. I would like to calculate a confidence interval either for the ratio between the two or the difference between the two. The values ...
- 1,153
2
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1
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779
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Hypothesis testing for multiple choice quiz
I am trying to determine whether students perform better than chance on a quiz with $q$ multiple choice questions. Each question as 4 possible responses; one is correct and 3 are wrong. A correct ...
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How to construct parametric bootstrap confidence intervals in R without using boot package?
How can I construct parametric bootstrap confidence intervals in R without using the boot package?
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Deriving confidence interval from standard error of the mean when the data are non-normal
I have a small sample (n = 8), and I have calculated the mean and standard error of the mean. I don't know the underlying distribution of these observations, and I cannot assume it to be normal.
I ...
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