On 10 Mar 2004 at 11:25, Phillip Good wrote: > Dawson says the same thing Everitt does.
Really? > > Peter Flom <[EMAIL PROTECTED]> wrote:I quoted Brian. Everitt as saying > > > More complex answer: The definition of a confidence interval is > (from > > The Cambridge Dictionay of Statistics, by B.S. Everitt) > > "A range of values, calculated from the sample observations, that > are > > believed, with a particular probablity, to contain the true Here it is used the word "believs", which seem to imply some kind of subjective probability. Below it is given a technically correct definition, using frequency in the long run. There is no way that frequency in the long run necessarily implies beleaf in a concret, individual case. > parameter > > value. A 95% CI, for example, implies that were the estimation > process > > repeated again and again, then 95% of the calculated intervals would > be > > expected to contain the true parameter value. Note that the stated > > probablity level refers to properties of the interval and not to the > > parameter itself, which is not considered a random variable....." > > And Robert Dawson replied > <<< > And this is wrong. The probability level refers to the method > of > generating the interval, not to the interval generated. > > A valid (if, perhaps, not optimal) 95% CI method may generate > an > interval that is known to contain the true parameter value, or one > that is known to have missed. >>> > > I am not sure that I follow you here.....Do you have an definition of > a CI which says what you mean? Alternatively, could you provide more > details? > ... ...> > Me, I am just a data analyst with a PhD in Psychometrics; but I am > interested in this discussion > If you really want to understand the issues, see J. O. Berger & R L Wolpert: "The Likelihood Principle", Institute of Mathemathical Statistics, Lecture Notes --- Monograph Series. (1984 - I think there is a second edition now, I have only the first). Kjetil Halvorsen > Peter > > Peter L. Flom, PhD > Assistant Director, Statistics and Data Analysis Core > Center for Drug Use and HIV Research > National Development and Research Institutes > 71 W. 23rd St > www.peterflom.com > New York, NY 10010 > (212) 845-4485 (voice) > (917) 438-0894 (fax) > > > . > . > ================================================================= > Instructions for joining and leaving this list, remarks about the > problem of INAPPROPRIATE MESSAGES, and archives are available at: . > http://jse.stat.ncsu.edu/ . > ================================================================= > > > Phillip Good > http.ms//www.statistician.usa > "Never trust anything that can think for itself if you can't see where > it keeps its brain." JKR > > > --------------------------------- > Do you Yahoo!? > Yahoo! Search - Find what you�re looking for faster. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
