All Questions
Tagged with nonparametric confidence-interval
57
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Appropriate Trend Analysis Test for Small Sample Size
Note: I have read Finding an appropriate trend test but unfortunately this post does not apply for me
Suppose I have a small sample of data for 2 numeric variables $T$ and $Y$ where $T$ represents ...
- 215
1
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1
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27
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Estimating Confidence in Feature Rankings from Multiple Experiments with Non-Normal Data
Hello dear Cross Validated Community,
I am a new doctoral student in bioinformatics, and I am working on a project involving multiple experiments, each generating a single numerical result for each of ...
1
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0
answers
67
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Confidence interval for sum of product of scaled binomial random variables
I have discrete, independent, but not necessarily identically distributed random variables $X_1,\dots,X_n$ that take on non-negative integer values. Each random variable has unknown distribution ...
- 53
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1
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68
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Bootstrap P-value and confidence intervals with more than two samples
I have been trying to find a simple way to use the bootstrap for a hypothesis test that involves more than two samples. The motivation for using the bootstrap is for the usual reasons: the test ...
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2
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712
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Why bootstrap-based confidence interval didn't include the point estimate?
I have constructed a nonparametric bootstrap confidence interval using 1000 iterations. However, I got a result of CI: 0.72 [0.63, 0.68]. As you can see, the point ...
- 217
2
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1
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270
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Problem in finding a non-parametric confidence interval for median and mean using Frank Harrell approach when we have more than two categories
These days I am looking for a good estimation for the mean and median difference confidence interval when I have categorical variables with more than two levels using the Kruskal test, Here Dr. Frank ...
- 31
1
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78
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Nonparametric confidence interval for the mean: Failure to reproduce formula from Zhou & Dinh (2005)
Zhou & Dinh (2005) propose the following formula for a $(1 - \alpha)100\%$ confidence interval for the mean of one sample. The confidence interval is based on a transformation of the
$t$-statistic:...
- 30.9k
2
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1
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714
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How to construct a confidence interval of the mean, when the distribution is unknown and the sample is small?
I'm looking for the preferred approach to construct a finite sized confidence interval for the population mean, assuming:
The distribution of the population is unknown
The sample size is low
The ...
- 783
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139
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Bootstrap estimation of variance and C.I. in cases with small group of outliers
I have a given quantity, say $y_a$ which parametrically depends on $a$ value. I consider $N$ values for the $a$ parameter and, for each one take multiple measures of the corresponding $y_a$ (say $N_a$ ...
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1
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84
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Hypothesis Testing with a Bootstrap
I have a list of 1000 samples from a distribution. I can find the lower limit of the 95% CI as it is the 2.5% percentile. In this case, it is zero. I would like to also test the hypothesis that a ...
- 179
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1k
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How should bootstrap bias correction be applied when combining multiple biased estimates?
I am trying to use non-parametric bootstrap methods to get confidence intervals for a multi-step estimator that combines multiple variables:
$\hat\theta = \sqrt{\sum\limits_{i=1}^{n} {\left(\sum\...
7
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779
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Distribution-free confidence interval for IQR
I am looking for a way to calculate confidence intervals for the interquartile range IQR of a numerical variable. Of course, they can be found by the bootstrap, but I am explicitly looking for a ...
- 12k
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1
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336
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Nonparametric bootstrap to construct confidence intervals for Cohen's Kappa Coefficient
I was recently asked to perform nonparametric bootstrap to construct 95% confidence intervals for $\kappa$ using normal approximation, but I'm not sure how to do this. The only data I was given was ...
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0
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144
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Coverage of confidence interval of non-normal distribution
I know that when a sample is non-normally distributed, I need to use non-parametric alternatives, as when the assumptions of parametric methods are violated, its coverage will decrease.
Let's say ...
- 1,041
2
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1
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1k
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Confidence intervals for non-parametric statistics
I have a positive random variable $X$ (say, price or latency or energy) and I want to be able to say something like
I am 95% confident that $P(X<42)>0.9$ (percentile) or $P(X<22)\ge\frac12$ (...
- 2,246
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1
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664
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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 ...
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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 ...
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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 ...
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2
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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 ...
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0
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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.
...
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6
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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
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103
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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 ...
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720
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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
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1
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14k
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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
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1
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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 ...
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0
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105
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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=...
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0
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1k
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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 ...
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0
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83
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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
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1
answer
1k
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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
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613
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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 ...
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1k
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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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2
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6k
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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 ...
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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 ...
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263
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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, ...
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9
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1
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3k
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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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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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0
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1k
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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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352
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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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1k
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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 $i$...
- 629
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208
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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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599
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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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2
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1k
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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 ...
- 115
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1
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143
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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
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0
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2k
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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 ...
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1k
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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
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266
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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.
...
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831
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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 ...
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