All Questions
Tagged with nonparametric confidence-interval
11
questions
42
votes
2
answers
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 ...
- 95.9k
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
3
votes
1
answer
9k
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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 ...
24
votes
3
answers
47k
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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
11
votes
1
answer
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
9
votes
1
answer
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, ...
- 91
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
2
votes
1
answer
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
3
votes
1
answer
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 ...
2
votes
0
answers
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 ...
- 21
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 ...
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