All Questions
Tagged with nonparametric confidence-interval
57
questions
3
votes
1
answer
143
views
Suitable method to estimate confidence intervals for an extreme order statistic
I have a sampling distribution generated by computing the maximum across many samples. I'd now like to generate an estimate for what the true maximum parameter is within the population I sampled from. ...
- 517
3
votes
0
answers
2k
views
How to calculate confidence intervals using subsampling after a nonparametric estimator about the empirical distribution function?
I have a problem where I think subsampling is more appropriate than the bootstrap. (Reason in another post.)
However, I found no quick reference on subsampling CIs, and my naive inversion of the ...
- 987
12
votes
0
answers
1k
views
Computing a bootstrap confidence interval for the prediction error with the percentile and the BCa method
I have two related questions regarding the computation of a non-parametric bootstrap confidence interval for the prediction error.
Setting: I have a sample S from a data population P and a learner L, ...
- 825
3
votes
0
answers
266
views
How do you think about the central estimate when the confidence interval is asymmetric?
I'm using a wild bootstrap to create confidence intervals around fitted values of the following model, for a specific combination of the factors, as x varies across its range.
...
- 13.5k
2
votes
0
answers
831
views
References for methods for calculating the confidence interval for Theil-Sen Estimator
For the Theil-Sen estimator I am aware of two principal methods for obtaining confidence intervals:
The zyp R-package documentation uses:
The confidence interval on the slope is calculated using ...
- 21
15
votes
0
answers
469
views
Penalized spline confidence intervals based on cluster-sandwich VCV
This is my first post here, but I've benefited a lot from this forum's results popping up in google search results.
I've been teaching myself semi-parametric regression using penalized splines. ...
- 13.5k
3
votes
1
answer
9k
views
Comparison between bootstrap percentiles confidence interval and BCa confidence interval?
I have generated a nonparametric percentiles bootstrap confidence interval ($32.27143, 51.08571$), and a BCA confidence interval ($33.26, 53.49$) with an initial sample size of $n=7$. Evidently, the ...
1
vote
0
answers
35
views
How to understand a note for the distribution of the sample for confidence interval?
From Wikipedia for confidence interval, there is a note for the distribution of the sample:
Note that here $Pr_{θ,φ}$ need not refer to an explicitly given
parameterised family of distributions, ...
- 19.6k
3
votes
1
answer
460
views
Lower bound for non-parametric data, with a tolerance margin?
I have a set of data, which, from an initial test, is expected to be non-normal. My initial test shows a cluster of data gathered around 90, and another cluster gathered around 120. Neither cluster ...
- 687
2
votes
2
answers
4k
views
What is the correct SD to use to get a 95% CI for skewed data?
Let $X = [94, 10, 100, 100, 16, 14, 100, 100, 70, 88, 100, 100, 12, 100, 100, 58, 32, 100, 32, 36, 98, 0, 100, 100, 100]$
where $X$ are students' scores (between 0 and 100), and note many full marks!
...
- 331
2
votes
2
answers
2k
views
Calculating the confidence interval for nonparametric count data? (Is it possible in GraphPad Prism?)
My data is count data. What I did is identifying if embryos had (yes = 1) or not (no = 0) malformations or delay in their development, within samples of 15 embryos.
In one type of experiment, I ...
- 21
24
votes
3
answers
47k
views
How can I calculate the confidence interval of a mean in a non-normally distributed sample?
How can I calculate the confidence interval of a mean in a non-normally distributed sample?
I understand bootstrap methods are commonly used here, but I am open to other options. While I am looking ...
- 4,987