If your purpose is to try and teach students about confidence intervals,
then it makes little sense to start out by telling them the counterexamples.
I don't start telling students about standard deviations by describing a
Cauchy distribution. Now if we are going to do away with confidence
intervals because of a few situations (probably contrived) where they don't
work, then we need to rewrite a lot of statistics texts. Maybe the
qualitative people have the right idea. Don't use numbers at all.

Paul R. Swank, Ph.D.
Professor
Developmental Pediatrics
UT Houston Health Science Center

-----Original Message-----
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED]]On Behalf Of Bill Jefferys
Sent: Thursday, September 27, 2001 4:00 PM
To: [EMAIL PROTECTED]
Subject: Re: Confidence intervals


In article <000101c14787$f06dcf90$e10e6a81@PEDUCT225>,
<[EMAIL PROTECTED]> wrote:

#No more than hypothesis tests necessarily tell you when the null
#hypothesis
#is false. Nothing is certain in statistics but uncertainty.

In what way does a CI tell you where the parameter was (your word), if
you can see just by looking at the data that it is impossible for the
data to lie in the CI?

Bill


#Paul R. Swank, Ph.D.
#Professor
#Developmental Pediatrics
#UT Houston Health Science Center
#
#-----Original Message-----
#From: [EMAIL PROTECTED]
#[mailto:[EMAIL PROTECTED]]On Behalf Of Bill Jefferys
#Sent: Thursday, September 27, 2001 11:31 AM
#To: [EMAIL PROTECTED]
#Subject: Re: Confidence intervals
#
#
#In article <008201c14763$9392f260$e10e6a81@PEDUCT225>,
#<[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.
#
#But confidence intervals do not necessarily tell you where the parameter
#was. Jaynes gives an example of a 90% confidence interval, such that you
#can see from the data that it is certain that the parameter does NOT lie
#in the interval in question. Tom Loredo gives essentially the same
#example in
#
#   http://bayes.wustl.edu/gregory/articles.pdf
#   http://bayes.wustl.edu/gregory/articles.ps.gz
#

--
Bill Jefferys/Department of Astronomy/University of Texas/Austin, TX 78712
Email: replace 'warthog' with 'clyde' | Homepage: quasar.as.utexas.edu
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