How to Find Confidence Interval of Laplacian Distribution???

2002-01-02 Thread Chia C Chong
Hi! I have found the estimated mean and stadard deviation of the Laplacian distribution using the maximum likelihood estimators. My question is, how do I find the confidence interval of my estimated parameters (say 95%)?? Thanks.. CCC

Re: What is a confidence interval?

2001-10-30 Thread Donald Burrill
In reviewing some not-yet-deleted email, I came across this one, and have no record of its error(s) having been corrected. On Sat, 29 Sep 2001, John Jackson wrote: How do describe the data that does not reside in the area described by the confidence interval? For example, you have a two

Re: What is a confidence interval?

2001-10-01 Thread Jerry Dallal
Ronald Bloom wrote: Jerry Dallal [EMAIL PROTECTED] wrote: John Jackson wrote: this is the second time I have seen this word used: frequentist? Since Radford Neal has already given an excellent explanation, let me add... A roulette wheel comes up with a red number 10 times in a

Re: What is a confidence interval?

2001-09-29 Thread dennis roberts
At 02:16 AM 9/29/01 +, John Jackson wrote: 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

Re: What is a confidence interval?

2001-09-29 Thread John Jackson
Great explanation dennis roberts [EMAIL PROTECTED] wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... At 02:16 AM 9/29/01 +, John Jackson wrote: For any random inverval selected, there is a .05% probability that the sample will NOT yield an interval that yields the

Re: What is a confidence interval?

2001-09-28 Thread Herman Rubin
In article [EMAIL PROTECTED], Radford Neal [EMAIL PROTECTED] wrote: In article yyPs7.55095$[EMAIL PROTECTED], John Jackson [EMAIL PROTECTED] wrote: this is the second time I have seen this word used: frequentist? What does it mean? It's the philosophy of statistics that holds that probability

Re: What is a confidence interval?

2001-09-28 Thread Jerry Dallal
Dennis Roberts wrote: At 01:23 AM 9/28/01 +, Radford Neal wrote: radford makes a nice quick summary of the basic differences between bayesian and frequentist positions, which is helpful. these distinctions are important IF one is seriously studying statistical ideas personally, i

Re: What is a confidence interval?

2001-09-28 Thread Herman Rubin
In article [EMAIL PROTECTED], David Heiser [EMAIL PROTECTED] wrote: -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]]On Behalf Of Gordon D. Pusch Sent: Thursday, September 27, 2001 7:33 PM To: [EMAIL PROTECTED] Subject: Re: What is a confidence interval? John

Re: What is a confidence interval?

2001-09-28 Thread Ronald Bloom
Jerry Dallal [EMAIL PROTECTED] wrote: John Jackson wrote: this is the second time I have seen this word used: frequentist? Since Radford Neal has already given an excellent explanation, let me add... A roulette wheel comes up with a red number 10 times in a row. When deciding how to

Re: What is a confidence interval?

2001-09-28 Thread Dennis Roberts
At 01:23 AM 9/28/01 +, Radford Neal wrote: radford makes a nice quick summary of the basic differences between bayesian and frequentist positions, which is helpful. these distinctions are important IF one is seriously studying statistical ideas personally, i think that trying to make

Re: What is a confidence interval?

2001-09-28 Thread Jerry Dallal
John Jackson wrote: this is the second time I have seen this word used: frequentist? Since Radford Neal has already given an excellent explanation, let me add... A roulette wheel comes up with a red number 10 times in a row. When deciding how to place his/her next bet... The person on the

Re: What is a confidence interval?

2001-09-27 Thread Dennis Roberts
At 07:33 AM 9/27/01 -0700, Warren wrote: Now, we take our sample mean and s.d. and we compute a CI. We know we can't say anything about a probability for this single CI...it either contains the mean or it doesn't. So, what DOES a CI tell us? Does it really give you a range of values where

Re: What is a confidence interval?

2001-09-27 Thread Michael F.
(Warren) wrote in message: So, what is your best way to explain a CI? How do you explain it without using some esoteric discussion of probability? I prefer to focus on the reliability of the estimate and say it is: A range of values for an estimate that reflect its unreliability and which

Re: What is a confidence interval?

2001-09-27 Thread Jerry Dallal
Dennis Roberts wrote: in the case of CIs ... no, you are not sure at all that the range you got in your CI encompasses the parameter but, what are the odds that it does NOT? generally, fairly small. You're slipping into Bayesian territory... I would say the answer to your question is, It

Re: What is a confidence interval?

2001-09-27 Thread Radford Neal
In article yyPs7.55095$[EMAIL PROTECTED], John Jackson [EMAIL PROTECTED] wrote: this is the second time I have seen this word used: frequentist? What does it mean? It's the philosophy of statistics that holds that probability can meaningfully be applied only to repeatable phenomena, and that

Re: What is a confidence interval?

2001-09-27 Thread Gordon D. Pusch
John Jackson [EMAIL PROTECTED] writes: this is the second time I have seen this word used: frequentist? What does it mean? ``Frequentist'' is the term used by Bayesians to describe partisans of Fisher et al's revisionist edict that ``probability'' shall be declared to be semantically

RE: What is a confidence interval?

2001-09-27 Thread David Heiser
-Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]]On Behalf Of Gordon D. Pusch Sent: Thursday, September 27, 2001 7:33 PM To: [EMAIL PROTECTED] Subject: Re: What is a confidence interval? John Jackson [EMAIL PROTECTED] writes: this is the second time I have seen

What is a confidence interval?

2001-09-26 Thread Warren
Hi, I've been teaching an introductory stats course for several years. I always learn something from my students...hope they learn too. One thing I've learned is that confidence intervals are very tough for them. They can compute them, but why? Of course, we talk about confidence interval

Re: What is a confidence interval?

2001-09-26 Thread Dennis Roberts
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

Re: What is a confidence interval?

2001-09-26 Thread Jon Cryer
Dennis: Example A is a mistaken interpretation of a confidence interval for a mean. Unfortunately, this is is a very common misinterpretation. What you have described in Example A is a _prediction_ interval for an individual observation. Prediction intervals rarely get taught except (maybe

Re: What is a confidence interval?

2001-09-26 Thread William B. Ware
intervals are very tough for them. They can compute them, but why? Of course, we talk about confidence interval construction and I try to explain the usual 95% of all intervals so constructed will in the long run include the parameter...blah, blah. I've looked at the Bayesian

Re: What is a confidence interval?

2001-09-26 Thread Radford Neal
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. Radford Neal

Re: What is a confidence interval?

2001-09-26 Thread dennis roberts
% 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

Re: confidence interval

2001-07-28 Thread dennis roberts
values (use table from #1 in reverse) At 05:28 AM 10/22/99 -0200, Alexandre Moura wrote: Dear members, how can I construct a confidence interval for a Pearson correlation? Thanks in advance. Alexandre Moura. = Instructions

Re: confidence interval

2001-07-28 Thread Donald Burrill
of the CI in Fisher Z units back to r values (use table from #1 in reverse) At 05:28 AM 10/22/99 -0200, Alexandre Moura wrote: how can I construct a confidence interval for a Pearson correlation? Thanks in advance. Alexandre Moura

Confidence interval for Pearson Correlation

2001-07-20 Thread Alexandre Moura
Dear Members, How can I construct a confidence interval about Pearson correlation using standard error and t value? What is the formula? Regards, Alexandre Moura. = Instructions for joining and leaving this list and remarks

Re: Confidence interval for Pearson Correlation

2001-07-20 Thread Dennis Roberts
construct a confidence interval about Pearson correlation using standard error and t value? What is the formula? Regards, Alexandre Moura. = Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE

FISHER'S EXACT METHOD FOR CONFIDENCE INTERVAL

2001-07-13 Thread massimo tranquillo
Hi stalisters is there anybody could give references to read something about the method to estimate confidence interval using fisher excat method? thank you very much for any suggestion massimo tranquillo

Re: 95% confidence interval

2001-02-02 Thread Herman Rubin
distributed, we may calculate the mean of the sample, and use facts about the Central Limit Theorem, to form a 95% confidence interval for the population mean. As far as I know, this means that in 95/100 samples, the interval will contain the true population mean. This seems very useful at first

Re: 95% confidence interval

2001-02-02 Thread Herman Rubin
specification of the amount of skewing. On the other hand, the small sample theory for order statistics from a continuous distribution is not at all difficult; this is a standard exercise in beginning theoretical courses. A good classical confidence interval for the median would just be the interval

Re: 95% confidence interval

2001-02-01 Thread Robert J. MacG. Dawson
Radford Neal wrote: In article [EMAIL PROTECTED], James Ankeny [EMAIL PROTECTED] wrote: ... if the distribution is heavily skewed to the right, say like income, why do we want an interval for the population mean, when we are taught that the median is a better measure of central

Re: 95% confidence interval

2001-02-01 Thread Radford Neal
no difference if the upper 49% of the incomes were doubled, leaving the median unchanged. Alan Hutson [EMAIL PROTECTED] wrote: Yes, the median may not change, but the confidence interval and/or the variance estimate for the median will reflect the fact that something is different in the upper

95% confidence interval

2001-01-31 Thread James Ankeny
the Central Limit Theorem, to form a 95% confidence interval for the population mean. As far as I know, this means that in 95/100 samples, the interval will contain the true population mean. This seems very useful at first, but then something begins to confuse me. Yes, we have an interval that may

Re: 95% confidence interval

2001-01-31 Thread Robert J. MacG. Dawson
of the sample, and use facts about the Central Limit Theorem, to form a 95% confidence interval for the population mean. As far as I know, this means that in 95/100 samples, the interval will contain the true population mean. This seems very useful at first, but then something begins to confuse me. Yes

Re: 95% confidence interval

2001-01-31 Thread dennis roberts
here are a bit of data from minitab ... that you might want to consider MTB rand 1000 c1-c25; i generated 1000 samples that will be n=25 ... SUBC chis 4. from a chisquare distribution with 4 degrees of freedom ... MTB rmean c1-c25, c26 i put the MEAN for each row (sample mean) in c26 MTB

RE: Standard deviation/confidence interval help.

2000-11-23 Thread Simon, Steve, PhD
, bad game protection, etc.. The data I have is for each day, I have the calculated hold percentage for each of the individual table games. There are multiple table games of each type, for example there are 7 blackjack tables. Q: I want to calculate the standard deviation and confidenc

Re: Standard deviation/confidence interval help.

2000-11-23 Thread Li0N_iN_0iL
Mark Solberg [EMAIL PROTECTED] wrote: I've had some statistics coursework, probably just enough to be dangerous. Here's my problem. By the way this is an actual problem, not theoretical. I need to analyze the hold percentage on certain table games in the casino I work at. I should think that

Re: hypothesis vs Confidence interval

2000-10-18 Thread Jerry Dallal
San wrote: When we analyze data which we ought to know whether the difference of mean between two populations isn't equal to zero, which method will generally be better? hypothesis or confidence interval? Confidence interval

confidence interval

1999-11-23 Thread Wolfgang Rolke
Hi, I am looking at the following problem: I have one observation X from a Poisson with rate mu+lambda and a second observation Y from a Poisson rate lambda. I need to find a confidence interval for mu alone. The obvious estimator for mu is of course X-Y, which has mean mu, but whose