some people are sure picky ...

given the context in which the original post was made ... it seems like the 
audience that the poster was hoping to be able to talk to about CIs was not 
very likely to understand them very well ... thus, it is not unreasonable 
to proffer examples to get one into having some sense of the notion

the examples below ... were only meant to portray ... the idea that 
observations have error ... and, over time and over samples ... one gets 
some idea about what the size of that error might be ... thus, when 
projecting about behavior ... we have a tool to know a bit about some 
penultimate value ... say the parameter for a person ... by using AN 
observation, and factoring in the error you have observed over time or 
samples ...

in essence, CIs are + and - around some observation where ... you 
conjecture within some range what the "truth" might be ... and, if you have 
evidence about size of error ... then, these CIs can say something about 
the parameter (again, within some range) in face of only seeing a limited 
sample of behavior

At 09:30 PM 9/26/01 +0000, Radford Neal wrote:
>In article <[EMAIL PROTECTED]>,
>Dennis Roberts <[EMAIL PROTECTED]> wrote:
>
> >as a start, you could relate everyday examples where the notion of CI seems
> >to make sense
> >
> >A. you observe a friend in terms of his/her lateness when planning to meet
> >you somewhere ... over time, you take 'samples' of late values ... in a
> >sense you have means ... and then you form a rubric like ... for sam ... if
> >we plan on meeting at noon ... you can expect him at noon + or - 10 minutes
> >... you won't always be right but, maybe about 95% of the time you will?
> >
> >B. from real estate ads in a community, looking at sunday newspapers, you
> >find that several samples of average house prices for a 3 bedroom, 2 bath
> >place are certain values ... so, again, this is like have a bunch of means
> >... then, if someone asks you (visitor) about average prices of a bedroom,
> >2 bath house ... you might say ... 134,000 +/- 21,000 ... of course, you
> >won't always be right but .... perhaps about 95% of the time?
>
>These examples are NOT analogous to confidence intervals.  In both
>examples, a distribution of values is inferred from a sample, and
>based on this distribution, a PROBABILITY statement is made concerning
>a future observation.  But a confidence interval is NOT a probability
>statement concerning the unknown parameter.  In the frequentist
>statistical framework in which confidence intervals exists,
>probability statements about unknown parameters are not considered to
>be meaningful.

you are clearly misinterpreting, for whatever purpose, what i have said

i certainly have NOT said that a CI is a probability statement about any 
specific parameter or, being able to attach some probability value to some 
certain value as BEING the parameter

the p or confidence associated with CIs only makes sense in terms of 
dumping all possible CIs into a hat ... and, asking .... what is the 
probability of pulling one out at random that captures the parameter 
(whatever the parameter might be) ...

the example i gave with some minitab work clearly showed that ... and made 
no other interpretation about p values in connection with CIs

perhaps some of you who seem to object so much to things i offer ... might 
offer some posts of your own in response to requests from those seeking 
help ... to make sure that they get the right message ...


>    Radford Neal
>
>----------------------------------------------------------------------------
>Radford M. Neal                                       [EMAIL PROTECTED]
>Dept. of Statistics and Dept. of Computer Science [EMAIL PROTECTED]
>University of Toronto                     http://www.cs.utoronto.ca/~radford
>----------------------------------------------------------------------------
>
>
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==============================================================
dennis roberts, penn state university
educational psychology, 8148632401
http://roberts.ed.psu.edu/users/droberts/drober~1.htm



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