All Questions
Tagged with simulation confidence-interval
40
questions
2
votes
1
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145
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Expected Value Chi Square distribution
I'm trying to simulate the distribution from the sample variance $s^2$ and compare it with the theoretical distribution.
Therefore, I perform a fairly simple simulation (upfront, I'm not a ...
- 33
1
vote
1
answer
23
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Forecasting positive time series with missing values and few observations
I am working on forecasting a positive time series dataset of prices with missing values and only a limited number of observations. Specifically, I have 150 observations, one per week, and I need to ...
- 11
1
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0
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70
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Should I use a one-sided or a two-sided confidence interval?
Context:
I am teaching a subject and I prepared a multiple-choice quiz for my students.
To have a feeling for which is an acceptable grade I decided to compute a baseline score, which is the score ...
- 566
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31
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Inference for Binomial proportion with estimated p but unknown N
Let's say I own a bakery that, among other desserts, sells one really tasty chocolate cake. It's so good that I've estimated that I've estimated 80% of my daily customers will buy a piece of cake, ...
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7
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1
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537
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Understanding importance sampling in Monte Carlo integration
Introduction
I'm studying importance sampling and I'm trying to figure out by myself, with a couple of examples, what are the main benefits with respect to standard Monte Carlo integration.
I'm not ...
- 373
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289
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How to correctly simulate the idea of confidence interval in R
I want to simulate/show the idea of confidence intervals but am not entirely sure if my approach is correct.
If I‘m not mistaken, a confidence interval can be understood as: if we would draw many ...
- 581
2
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0
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34
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What's the theoretical basis of sampling ols regression coefficients from a multivariate $t$-distribution instead of a multivariate normal?
In their 2000 paper "Making the Most of Statistical Analyses: Improving Interpretation and Presentation", Gary King et al. present a method of using simulation to compute quantities of ...
- 31k
1
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2
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454
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Classical Confidence Intervals vs. Bootstrap Confidence Intervals
Suppose I have some data that includes height and weight measurements for 1000 people - I am interested in calculating the Correlation Coefficient to see if there exists some correlation between ...
2
votes
3
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422
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Compare single observed value to simulated distribution
I have a distribution of values that I have simulated for a null hypothesis data generating process. I have a single real-world observation that is wayyyy outside the percentiles of this distribution. ...
- 41
1
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0
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57
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Why is my 95% CI from a simulation being either 100% or 0%?
So what I intended doing with the code is to simulate dataset with the outcome being number of parasites that died (yi) out of every n=50 parasites on the host. There are 2 treatment groups (control ...
- 11
5
votes
2
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156
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Doubt about level of confidence
I run 100 simulations with CI at 99% and different seeds. For each simulation I created a report that contains different performance indexes (means) with their CI. However, I noticed that one index ...
- 175
2
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1
answer
2k
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Why do confidence intervals width increase when sample size increases "a bit"?
I'll try to explain better. I sampled a LogNormal random variate and I extracted 12001 and 12002 samples (with same initial seed for Random Number Generator). In the first case the half width of ...
- 175
1
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0
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81
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Methods to calculate confidence interval for proportion with potential bounds?
I am trying to calculate the confidence interval on a time series proportion. For example, I have 1000 years of data, and I use 20 days to calculate some proportion. The thing is, I know the ...
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74
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Confidence inerval for Empirical Type I error simulation alpha = 0.05
I'm doing a Type I error simulation(10,000 times) at alpha = 0.05. I wonder how can I calculate a confidence interval for the simulated restuls? At a 95% confidence interval, I suppose I can use xbar +...
6
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3
answers
2k
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Coverage for confidence intervals
I would like to know if my simulation approach to find the coverage for a confidence interval of a prediction $\boldsymbol{\beta}^T\boldsymbol{X}_N$ is correct
I generated a dataset of $n$ samples of ...
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