All Questions
Tagged with nonparametric confidence-interval
31
questions with no upvoted or accepted answers
15
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0
answers
469
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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. ...
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12
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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, ...
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3
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answers
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 $i$...
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3
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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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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.
...
- 13.5k
2
votes
1
answer
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
2
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0
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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 ...
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2
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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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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
2
votes
1
answer
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 ...
- 123
1
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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
1
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0
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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
1
vote
0
answers
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 $N_a$ ...
- 21
1
vote
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
1
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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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