All Questions
Tagged with nonparametric confidence-interval
57
questions
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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
vote
1
answer
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
vote
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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67
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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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699
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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
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267
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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
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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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712
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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 $N_a$ ...
- 21
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votes
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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774
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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 ...
- 11.9k
0
votes
1
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334
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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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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