I am interested in how to describe the data that does not reside in the area described by the confidence interval.
For example, you have a two tailed situation, with a left tail of .1, a middle of .8 and a right tail of .1, the confidence interval for the middle is 90%. Is it correct to say with respect to a value falling outside of the interval in the right tail: For any random inverval selected, there is a .05% probability that the sample will NOT yield an interval that yields the parameter being estimated and additonally such interval will not include any values in area represented by the left tail. Can you make different statements about the left and right tail? "Herman Rubin" <[EMAIL PROTECTED]> wrote in message 9p25s3$[EMAIL PROTECTED]">news:9p25s3$[EMAIL PROTECTED]... > In article <008201c14763$9392f260$e10e6a81@PEDUCT225>, > Paul R. Swank <[EMAIL PROTECTED]> wrote: > >I use to find that students respoded well to the idea that the hypothesis > >test told you, within the limits of likelihood set, where the parameter > >wasn't while confidence intervals told you where the parameter was. > > >Paul R. Swank, Ph.D. > >Professor > >Developmental Pediatrics > >UT Houston Health Science Center > > Neither of these is correct. A hypothesis test tells you > nothing of the sort, and neither does a confidence interval. > > A 95% confidence interval tells you that a process has been > used which has the property that, BEFORE the data were > analyzed, 95% of the time the parameter would be in the > computed interval. A test of hypothesis at the .01 level > tells you that the probability that a sample that extreme > would arise by chance IF THE NULL HYPOTHESIS IS EXACTLY > TRUE is less than .01. Neither statement corresponds to > a probability statement AFTER the observations have been > analyzed. > > To get a probability statement after the observations have > been analyzed, one needs a prior, from which posteriors can > be calculated using Bayes' Theorem. This is not the only > possible basis for action, but I can there are no procedure > which stand the test of self-consistency for classical > significance tests, and while there are some for confidence > intervals, they correspond to quite unreasonable evaluations > of the consequences of the choice of an interval. > > > > > > > -- > This address is for information only. I do not claim that these views > are those of the Statistics Department or of Purdue University. > Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399 > [EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558 ================================================================= Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =================================================================
